BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1 2,180 1.5 1,195 0.8 149,599 955 0.8 620 0.5 119,419
NON U.S. 6 1,588 1.1 690 0.5 8,866 7.4 290 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 3,768 2.6 1,885 1.3 9,821 8.2 910 0.7
CBT CORN U.S. 2 4,647 0.7 2,750 0.4 708,949 1,270 0.2 1,667 0.3 547,813
NON U.S. 7 39,375 5.6 11,859 1.7 55,975 10.2 12,739 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
9 44,022 6.3 14,609 2.1 57,245 10.4 14,406 2.6
CBT SOYBEANS U.S. 1 5,000 1.5 3,475 1.0 331,736 500 0.2 675 0.3 222,262
NON U.S. 6 1,027 0.3 550 0.2 882 0.4 150 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 6,027 1.8 4,025 1.2 1,382 0.6 825 0.4
CBT U.S. TREASURY BONDS U.S. 4 5,857 3.9 0 0.0 148,517 2,907 2.6 100 0.1 112,922
NON U.S. 2 1,550 1.0 1,650 1.1 200 0.2 400 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,407 4.9 1,650 1.1 3,107 2.8 500 0.5
NYME HEATING OIL AVG PRICE OPTIONS U.S. 3 10,170 7.7 8,815 6.7 131,311 6,095 5.7 7,205 6.8 106,475
NON U.S. 2 2,091 1.6 785 0.6 180 0.2 259 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 12,261 9.3 9,600 7.3 6,275 5.9 7,464 7.0
NYME NATURAL GAS U.S. 1 3,910 1.3 3,825 1.3 295,919 475 0.2 1,760 0.7 267,725
NON U.S. 4 9,966 3.4 2,100 0.7 9,350 3.5 629 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 13,876 4.7 5,925 2.0 9,825 3.7 2,389 0.9
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 252,692 8.5 287,603 9.6 2,987,842 205,743 8.0 172,418 6.7 2,577,376
NON U.S. 6 123,694 4.1 142,841 4.8 116,439 4.5 95,239 3.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 376,386 12.6 430,444 14.4 322,182 12.5 267,657 10.4
CBT 2-YEAR U.S. TREASURY NOTES U.S. 1 3,700 3.8 7,400 7.6 97,819 0 0.0 0 0.0 64,090
NON U.S. 4 8,600 8.8 17,200 17.6 2,800 4.4 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 12,300 12.6 24,600 25.2 2,800 4.4 0 0.0
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 21,425 3.3 69,800 10.9 640,544 56,200 11.7 13,975 2.9 480,701
NON U.S. 11 40,515 6.3 42,368 6.6 21,675 4.5 6,751 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
18 61,940 9.6 112,168 17.5 77,875 16.2 20,726 4.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 2 3,000 2.8 0 0.0 105,643 2,500 2.1 0 0.0 118,890
NON U.S. 4 2,720 2.6 7,872 7.5 8,060 6.8 4,160 3.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 5,720 5.4 7,872 7.5 10,560 8.9 4,160 3.5
CBT 30-DAY FEDERAL FUNDS U.S. 3 2,400 0.8 850 0.3 305,752 1,100 0.6 1,650 0.9 174,464
NON U.S. 3 11,800 3.9 15,500 5.1 2,600 1.5 8,710 5.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 14,200 4.7 16,350 5.4 3,700 2.1 10,360 5.9
NYME CRUDE OIL, LIGHT SWEET U.S. 3 107,534 4.7 139,804 6.2 2,265,989 132,781 5.9 142,692 6.3 2,258,732
NON U.S. 20 129,665 5.7 156,520 6.9 145,622 6.4 129,685 5.7
---- --------- ---- --------- ---- --------- ---- --------- ----
23 237,199 10.4 296,324 13.1 278,403 12.3 272,377 12.0
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 20,689 5.2 38,274 9.6 399,149 25,045 8.3 22,270 7.4 300,881
NON U.S. 6 20,455 5.1 27,620 6.9 15,319 5.1 13,175 4.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 41,144 10.3 65,894 16.5 40,364 13.4 35,445 11.8
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 88,702 9.8 98,027 10.8 905,489 52,120 8.6 62,863 10.4 606,721
NON U.S. 8 122,605 13.5 116,309 12.8 85,300 14.1 99,345 16.4
---- --------- ---- --------- ---- --------- ---- --------- ----
11 211,307 23.3 214,336 23.6 137,420 22.7 162,208 26.8
NYME BRENT AVG PRICE OPTIONS U.S. 2 8,725 10.7 11,600 14.2 81,750 3,262 9.5 2,805 8.2 34,367
NON U.S. 3 10,740 13.1 4,910 6.0 3,065 8.9 2,280 6.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 19,465 23.8 16,510 20.2 6,327 18.4 5,085 14.8
ICUS SUGAR NO. 11 U.S. 1 10,490 1.9 2,150 0.4 550,745 4,985 1.4 7,750 2.1 361,238
NON U.S. 6 13,769 2.5 5,360 1.0 7,115 2.0 5,120 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
7 24,259 4.4 7,510 1.4 12,100 3.4 12,870 3.5
CMX GOLD U.S. 1 16,864 5.0 18,741 5.5 339,308 3,275 1.6 9,682 4.7 204,891
NON U.S. 10 29,015 8.6 39,922 11.8 11,858 5.8 30,886 15.1
---- --------- ---- --------- ---- --------- ---- --------- ----
11 45,879 13.6 58,663 17.3 15,133 7.4 40,568 19.8
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 940 1.5 470 0.7 64,728 1,375 2.2 825 1.3 62,896
NON U.S. 2 50 0.1 75 0.1 100 0.2 50 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 990 1.6 545 0.8 1,475 2.4 875 1.4
CME 3-MONTH EURODOLLARS U.S. 10 504,587 5.8 628,071 7.3 8,626,007 761,618 9.5 543,630 6.8 7,999,717
NON U.S. 33 1,017,086 11.8 1,085,175 12.6 501,068 6.3 714,122 8.9
---- --------- ---- --------- ---- --------- ---- --------- ----
43 1,521,673 17.6 1,713,246 19.9 1,262,686 15.8 1,257,752 15.7
CME E-MINI S&P 500 STOCK INDEX NON U.S. 8 4,625 1.6 420 0.1 289,560 7,641 2.1 572 0.2 366,744