BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 17,433 1.8 11,171 1.2 950,954 21,012 2.4 13,770 1.6 860,278
NON U.S. 1,772 0.2 1,180 0.1 3,435 0.4 5,280 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 19,205 2.0 12,351 1.3 24,447 2.8 19,050 2.2
CBT SOYBEANS U.S. 5,644 0.9 5,372 0.8 660,993 8,125 1.6 4,905 0.9 520,518
NON U.S. 835 0.1 1,715 0.3 1,315 0.3 345 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 6,479 1.0 7,087 1.1 9,440 1.9 5,250 1.0
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 307,796 7.9 353,943 9.1 3,875,191 180,331 6.5 146,382 5.2 2,788,312
NON U.S. 36,039 0.9 46,338 1.2 34,297 1.2 13,306 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
10 343,835 8.8 400,281 10.3 214,628 7.7 159,688 5.7
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 3,328 15.7 2,205 10.4 21,155 1,380 17.1 2,100 26.1 8,060
NON U.S. 0 0.0 448 2.1 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,328 15.7 2,653 12.5 1,380 17.1 2,100 26.1
ICUS COTTON NO. 2 U.S. 4,095 2.8 3,881 2.6 148,766 1,720 1.2 1,448 1.0 145,695
NON U.S. 1,065 0.7 435 0.3 391 0.3 285 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,160 3.5 4,316 2.9 2,111 1.5 1,733 1.2
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 24,000 4.6 19,475 3.7 527,178 24,188 3.3 19,410 2.6 742,984
NON U.S. 12 16,564 3.1 43,000 8.2 98,414 13.2 92,100 12.4
---- --------- ---- --------- ---- --------- ---- --------- ----
18 40,564 7.7 62,475 11.9 122,602 16.5 111,510 15.0
CBT 30-DAY FEDERAL FUNDS U.S. 5,500 12.1 6,000 13.2 45,374 4,000 8.4 4,000 8.4 47,390
NON U.S. 9,309 20.5 0 0.0 750 1.6 750 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 14,809 32.6 6,000 13.2 4,750 10.0 4,750 10.0
NYME CRUDE OIL, LIGHT SWEET U.S. 133,662 6.5 160,541 7.9 2,042,903 91,006 6.2 77,591 5.3 1,458,325
NON U.S. 33,850 1.7 56,805 2.8 48,013 3.3 27,562 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
17 167,512 8.2 217,346 10.7 139,019 9.5 105,153 7.2
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 24,946 12.5 27,922 14.0 199,868 7,082 10.5 2,166 3.2 67,225
NON U.S. 650 0.3 530 0.3 0 0.0 350 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 25,596 12.8 28,452 14.3 7,082 10.5 2,516 3.7
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 56,665 9.3 85,036 13.9 610,552 96,951 17.1 56,750 10.0 568,146
NON U.S. 47,107 7.7 99,987 16.4 92,841 16.3 46,661 8.2
---- --------- ---- --------- ---- --------- ---- --------- ----
13 103,772 17.0 185,023 30.3 189,792 33.4 103,411 18.2
NYME BRENT AVG PRICE OPTIONS U.S. 16,862 8.5 23,077 11.7 197,904 26,407 15.2 13,333 7.7 173,217
NON U.S. 14,155 7.2 33,769 17.1 20,505 11.8 16,551 9.6
---- --------- ---- --------- ---- --------- ---- --------- ----
12 31,017 15.7 56,846 28.8 46,912 27.0 29,884 17.3
NYME PLATINUM U.S. 400 3.8 500 4.8 10,504 50 1.2 700 16.6 4,212
NON U.S. 750 7.1 500 4.8 0 0.0 650 15.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,150 10.9 1,000 9.6 50 1.2 1,350 32.0
ICUS SUGAR NO. 11 U.S. 3,405 1.1 7,795 2.6 301,985 4,340 1.8 8,700 3.5 247,421
NON U.S. 3,385 1.1 1,639 0.5 1,129 0.5 424 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 6,790 2.2 9,434 3.1 5,469 2.3 9,124 3.7
CMX SILVER U.S. 5,008 5.2 6,237 6.4 97,074 6,245 8.0 3,797 4.9 77,624
NON U.S. 4,831 5.0 8,479 8.7 3,123 4.0 9,586 12.3
---- --------- ---- --------- ---- --------- ---- --------- ----
9 9,839 10.2 14,716 15.1 9,368 12.0 13,383 17.2
CMX GOLD U.S. 74,264 9.2 71,022 8.8 805,910 33,211 7.5 50,674 11.4 443,285
NON U.S. 32,574 4.0 39,571 4.9 18,336 4.1 21,618 4.9
---- --------- ---- --------- ---- --------- ---- --------- ----
12 106,838 13.2 110,593 13.7 51,547 11.6 72,292 16.3
CME EURO FX U.S. 6,443 5.1 292 0.2 125,853 2,283 1.2 4,897 2.6 186,925
NON U.S. 5,643 4.5 1,967 1.6 7,743 4.1 1,203 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 12,086 9.6 2,259 1.8 10,026 5.3 6,100 3.2
CME 3-MONTH EURODOLLARS U.S. 10 309,000 4.9 354,506 5.6 6,343,107 457,535 5.0 517,650 5.7 9,120,893
NON U.S. 27 433,596 6.8 502,364 7.9 772,528 8.5 792,991 8.7
---- --------- ---- --------- ---- --------- ---- --------- ----
37 742,596 11.7 856,870 13.5 1,230,063 13.5 1,310,641 14.4
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 300 0.0 680,685 0 0.0 300 0.0 1,190,731
NON U.S. 8,220 1.2 1,735 0.3 2,551 0.2 2,466 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 8,220 1.2 2,035 0.3 2,551 0.2 2,766 0.2