BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 14,865 1.8 20,393 2.4 837,755 27,321 3.4 17,547 2.2 812,022
NON U.S. 1,690 0.2 686 0.1 1,300 0.2 6,555 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
6 16,555 2.0 21,079 2.5 28,621 3.6 24,102 3.0
CBT SOYBEANS U.S. 3,894 0.7 4,219 0.7 590,031 6,420 1.5 2,245 0.5 441,890
NON U.S. 150 0.0 1,060 0.2 1,715 0.4 200 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,044 0.7 5,279 0.9 8,135 1.9 2,445 0.5
CBT U.S. TREASURY BONDS U.S. 11,330 3.1 7,050 1.9 369,416 8,755 4.3 6,750 3.3 205,305
NON U.S. 2,300 0.6 6,318 1.7 2,800 1.4 5,610 2.7
---- --------- ---- --------- ---- --------- ---- --------- ----
8 13,630 3.7 13,368 3.6 11,555 5.7 12,360 6.0
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 320,984 7.6 383,090 9.0 4,248,637 196,721 6.3 164,529 5.3 3,112,904
NON U.S. 35,369 0.8 49,896 1.2 33,030 1.1 13,036 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
10 356,353 8.4 432,986 10.2 229,751 7.4 177,565 5.7
ICUS COTTON NO. 2 U.S. 4,185 2.0 4,999 2.4 210,809 1,835 1.2 2,230 1.5 147,802
NON U.S. 1,470 0.7 385 0.2 576 0.4 185 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,655 2.7 5,384 2.6 2,411 1.6 2,415 1.6
CBT 2-YEAR U.S. TREASURY NOTES U.S. 3,000 2.6 13,950 12.1 114,876 0 0.0 5,150 25.1 20,541
NON U.S. 2,000 1.7 0 0.0 1,500 7.3 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,000 4.3 13,950 12.1 1,500 7.3 5,150 25.1
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 8,050 1.2 35,106 5.4 653,235 66,750 6.2 67,806 6.3 1,083,046
NON U.S. 17 18,450 2.8 36,625 5.6 104,447 9.6 152,050 14.0
---- --------- ---- --------- ---- --------- ---- --------- ----
23 26,500 4.0 71,731 11.0 171,197 15.8 219,856 20.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 10,670 8.4 3,500 2.8 126,349 7,000 4.4 2,500 1.6 159,586
NON U.S. 4 4,000 3.2 5,950 4.7 750 0.5 5,300 3.3
---- --------- ---- --------- ---- --------- ---- --------- ----
9 14,670 11.6 9,450 7.5 7,750 4.9 7,800 4.9
CBT 30-DAY FEDERAL FUNDS U.S. 2,000 3.3 2,000 3.3 61,395 10,000 6.7 10,000 6.7 150,224
NON U.S. 1,200 2.0 0 0.0 2,250 1.5 2,000 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,200 5.3 2,000 3.3 12,250 8.2 12,000 8.0
NYME CRUDE OIL, LIGHT SWEET U.S. 124,734 6.5 153,829 8.0 1,911,311 80,085 5.5 82,120 5.6 1,455,210
NON U.S. 31,729 1.7 49,054 2.6 42,441 2.9 26,393 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
18 156,463 8.2 202,883 10.6 122,526 8.4 108,513 7.4
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 24,211 12.4 27,422 14.0 195,870 6,722 9.7 2,197 3.2 69,382
NON U.S. 550 0.3 400 0.2 100 0.1 150 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 24,761 12.7 27,822 14.2 6,822 9.8 2,347 3.4
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 60,120 9.0 80,926 12.2 665,116 103,492 16.6 62,772 10.0 624,626
NON U.S. 50,125 7.5 98,190 14.8 92,788 14.9 56,384 9.0
---- --------- ---- --------- ---- --------- ---- --------- ----
13 110,245 16.5 179,116 27.0 196,280 31.5 119,156 19.0
NYME EUR STYLE BRENT OPTIONS U.S. 7,574 9.5 9,504 11.9 79,849 3,600 9.2 7,182 18.4 38,936
NON U.S. 500 0.6 775 1.0 2,585 6.6 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,074 10.1 10,279 12.9 6,185 15.8 7,182 18.4
NYME BRENT AVG PRICE OPTIONS U.S. 11,183 5.7 20,015 10.2 197,070 24,105 13.5 13,143 7.4 178,582
NON U.S. 16,457 8.4 32,668 16.6 16,310 9.1 17,672 9.9
---- --------- ---- --------- ---- --------- ---- --------- ----
11 27,640 14.1 52,683 26.8 40,415 22.6 30,815 17.3
NYME PALLADIUM U.S. 800 11.9 500 7.5 6,700 0 0.0 0 0.0 2,980
NON U.S. 350 5.2 150 2.2 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,150 17.1 650 9.7 0 0.0 0 0.0
NYME PLATINUM U.S. 400 4.2 300 3.2 9,417 50 1.0 0 0.0 5,059
NON U.S. 200 2.1 200 2.1 0 0.0 50 1.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 600 6.3 500 5.3 50 1.0 50 1.0
ICUS SUGAR NO. 11 U.S. 3,355 1.1 5,760 1.9 296,670 4,315 1.5 8,108 2.9 281,620
NON U.S. 3,465 1.2 2,559 0.9 1,040 0.4 1,009 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 6,820 2.3 8,319 2.8 5,355 1.9 9,117 3.3
CMX SILVER U.S. 3,863 3.1 6,324 5.0 125,617 5,887 6.9 4,012 4.7 85,530
NON U.S. 5,285 4.2 9,104 7.2 4,900 5.7 11,016 12.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 9,148 7.3 15,428 12.2 10,787 12.6 15,028 17.6
CMX GOLD U.S. 70,689 9.0 71,213 9.0 788,144 31,550 6.8 50,507 10.8 466,889
NON U.S. 34,448 4.4 39,073 5.0 22,558 4.8 33,358 7.1
---- --------- ---- --------- ---- --------- ---- --------- ----
11 105,137 13.4 110,286 14.0 54,108 11.6 83,865 17.9
CME EURO FX U.S. 3,544 2.7 642 0.5 131,331 3,311 1.4 2,641 1.1 238,371
NON U.S. 3,226 2.5 980 0.7 4,948 2.1 2,154 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 6,770 5.2 1,622 1.2 8,259 3.5 4,795 2.0
CME 3-MONTH EURODOLLARS U.S. 11 309,890 3.8 355,239 4.4 8,096,907 486,564 4.1 511,850 4.3 11,828,163
NON U.S. 30 372,560 4.6 431,577 5.3 1,048,360 8.9 1,049,190 8.9
---- --------- ---- --------- ---- --------- ---- --------- ----
41 682,450 8.4 786,816 9.7 1,534,924 13.0 1,561,040 13.2
CME E-MINI S&P 500 STOCK INDEX U.S. 600 0.1 0 0.0 832,879 1 0.0 0 0.0 1,263,257
NON U.S. 19,560 2.3 3,738 0.4 5,148 0.4 6,335 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
11 20,160 2.4 3,738 0.4 5,149 0.4 6,335 0.5