BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 31,420 2.8 13,297 1.2 1,104,469 23,157 2.8 26,490 3.2 816,874
NON U.S. 2,628 0.2 1,160 0.1 478 0.1 3,760 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 34,048 3.0 14,457 1.3 23,635 2.9 30,250 3.7
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2,475 2.9 2,135 2.5 84,562 2,505 2.8 2,300 2.6 88,786
NON U.S. 1,350 1.6 1,025 1.2 2,400 2.7 1,355 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,825 4.5 3,160 3.7 4,905 5.5 3,655 4.1
NYME HEATING OIL AVG PRICE OPTIONS U.S. 10,891 5.8 5,126 2.7 188,343 2,939 3.0 9,367 9.4 99,516
NON U.S. 3,045 1.6 3,400 1.8 2,470 2.5 2,200 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 13,936 7.4 8,526 4.5 5,409 5.5 11,567 11.6
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 300,466 9.1 330,615 10.0 3,303,080 164,044 6.9 144,992 6.1 2,389,220
NON U.S. 25,787 0.8 47,769 1.4 37,600 1.6 19,277 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 326,253 9.9 378,384 11.4 201,644 8.5 164,269 6.9
CBT 2-YEAR U.S. TREASURY NOTES U.S. 1,000 2.2 3,900 8.7 44,641 10,234 4.9 11,000 5.3 208,484
NON U.S. 0 0.0 2,051 4.6 6,250 3.0 5,500 2.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 1,000 2.2 5,951 13.3 16,484 7.9 16,500 7.9
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 8,280 1.4 29,485 4.9 599,150 58,915 5.9 45,559 4.5 1,006,948
NON U.S. 20 8,675 1.4 15,229 2.5 65,419 6.5 45,579 4.5
---- --------- ---- --------- ---- --------- ---- --------- ----
27 16,955 2.8 44,714 7.4 124,334 12.4 91,138 9.0
CBT 5-YEAR U.S. TREASURY NOTES U.S. 0 0.0 3,375 1.7 196,768 5,360 1.6 1,775 0.5 325,271
NON U.S. 2,500 1.3 13,500 6.9 7,050 2.2 6,850 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 2,500 1.3 16,875 8.6 12,410 3.8 8,625 2.6
CBT 30-DAY FEDERAL FUNDS U.S. 5 3,775 1.2 6,850 2.2 317,386 15,000 2.3 16,000 2.5 650,324
NON U.S. 8 5,250 1.7 3,500 1.1 43,120 6.6 41,650 6.4
---- --------- ---- --------- ---- --------- ---- --------- ----
13 9,025 2.9 10,350 3.3 58,120 8.9 57,650 8.9
NYME CRUDE OIL, LIGHT SWEET U.S. 120,963 5.0 171,705 7.1 2,429,315 135,900 6.4 111,362 5.2 2,131,569
NON U.S. 24,819 1.0 52,974 2.2 53,538 2.5 29,468 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
14 145,782 6.0 224,679 9.3 189,438 8.9 140,830 6.6
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 44,795 14.9 34,015 11.3 300,177 9,546 6.3 3,337 2.2 151,547
NON U.S. 600 0.2 400 0.1 250 0.2 400 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 45,395 15.1 34,415 11.4 9,796 6.5 3,737 2.5
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 103,834 10.6 136,534 13.9 979,905 153,270 17.0 82,992 9.2 902,895
NON U.S. 9 32,530 3.3 84,529 8.6 97,062 10.8 43,910 4.9
---- --------- ---- --------- ---- --------- ---- --------- ----
13 136,364 13.9 221,063 22.5 250,332 27.8 126,902 14.1
NYME BRENT AVG PRICE OPTIONS U.S. 6,715 6.1 3,558 3.3 109,442 8,450 14.3 4,590 7.8 58,940
NON U.S. 2,694 2.5 2,595 2.4 3,750 6.4 2,575 4.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,409 8.6 6,153 5.7 12,200 20.7 7,165 12.2
CMX SILVER U.S. 2,036 1.9 8,348 7.6 109,128 5,700 6.2 2,074 2.3 91,470
NON U.S. 1,562 1.4 3,577 3.3 1,972 2.2 2,023 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
9 3,598 3.3 11,925 10.9 7,672 8.4 4,097 4.5
CMX GOLD U.S. 46,623 7.1 63,528 9.7 655,629 33,960 8.2 34,614 8.4 413,571
NON U.S. 18,051 2.8 50,440 7.7 14,564 3.5 20,889 5.1
---- --------- ---- --------- ---- --------- ---- --------- ----
12 64,674 9.9 113,968 17.4 48,524 11.7 55,503 13.5
CME EURO FX U.S. 3,664 3.4 400 0.4 106,689 2,900 1.7 375 0.2 166,496
NON U.S. 9,154 8.6 1,879 1.8 9,990 6.0 3,296 2.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 12,818 12.0 2,279 2.2 12,890 7.7 3,671 2.2
CME 3-MONTH EURODOLLARS U.S. 12 256,800 3.1 400,183 4.8 8,286,515 979,335 8.4 580,670 5.0 11,667,574
NON U.S. 34 291,180 3.5 437,561 5.3 614,365 5.3 667,158 5.7
---- --------- ---- --------- ---- --------- ---- --------- ----
46 547,980 6.6 837,744 10.1 1,593,700 13.7 1,247,828 10.7
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 454,521 3,682 0.5 0 0.0 761,457
NON U.S. 2,650 0.6 1,821 0.4 3,065 0.4 1,255 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
9 2,650 0.6 1,821 0.4 6,747 0.9 1,255 0.2