BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1 350 0.2 385 0.3 152,259 100 0.1 185 0.1 141,874
NON U.S. 8 2,635 1.7 1,130 0.7 2,020 1.4 2,175 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 2,985 1.9 1,515 1.0 2,120 1.5 2,360 1.6
CBT CORN U.S. 2 1,109 0.2 252 0.0 710,356 475 0.1 693 0.1 598,637
NON U.S. 7 53,129 7.5 17,487 2.5 25,763 4.3 14,260 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 54,238 7.7 17,739 2.5 26,238 4.4 14,953 2.5
CBT SOYBEANS U.S. 1 400 0.2 0 0.0 258,263 150 0.1 50 0.0 241,198
NON U.S. 6 1,822 0.7 475 0.2 1,261 0.5 25 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 2,222 0.9 475 0.2 1,411 0.6 75 0.0
CBT U.S. TREASURY BONDS U.S. 2 2,100 1.0 1,500 0.7 208,470 3,450 1.3 999 0.4 261,112
NON U.S. 7 27,980 13.4 20,458 9.8 14,515 5.6 10,160 3.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 30,080 14.4 21,958 10.5 17,965 6.9 11,159 4.3
NYME HEATING OIL AVG PRICE OPTIONS U.S. 2 1,642 2.2 622 0.8 75,851 1,550 2.9 1,460 2.8 52,865
NON U.S. 3 12,695 16.7 5,805 7.7 3,323 6.3 7,815 14.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 14,337 18.9 6,427 8.5 4,873 9.2 9,275 17.6
NYME NATURAL GAS U.S. 1 4,260 1.1 1,125 0.3 404,915 575 0.2 510 0.2 319,310
NON U.S. 4 230,050 56.8 1,212 0.3 226,650 71.0 500 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 234,310 57.9 2,337 0.6 227,225 71.2 1,010 0.4
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 176,909 5.4 207,658 6.3 3,287,916 190,760 6.5 149,440 5.1 2,949,254
NON U.S. 7 150,955 4.6 411,241 12.5 181,423 6.2 366,601 12.4
---- --------- ---- --------- ---- --------- ---- --------- ----
10 327,864 10.0 618,899 18.8 372,183 12.7 516,041 17.5
CBT 2-YEAR U.S. TREASURY NOTES NON U.S. 5 1,100 3.0 1,350 3.6 37,275 1,000 3.7 800 3.0 26,833
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 37,500 6.2 30,175 5.0 608,814 37,650 5.8 27,574 4.2 654,511
NON U.S. 23 57,227 9.4 62,909 10.3 62,577 9.6 40,260 6.2
---- --------- ---- --------- ---- --------- ---- --------- ----
28 94,727 15.6 93,084 15.3 100,227 15.4 67,834 10.4
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 16,126 5.5 14,050 4.8 293,519 2,400 1.5 5,050 3.2 156,179
NON U.S. 3 1,400 0.5 3,200 1.1 2,700 1.7 2,950 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 17,526 6.0 17,250 5.9 5,100 3.2 8,000 5.1
CBT 30-DAY FEDERAL FUNDS U.S. 1 5,000 1.4 0 0.0 353,424 1,000 0.4 0 0.0 230,271
NON U.S. 6 29,291 8.3 5,234 1.5 700 0.3 200 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 34,291 9.7 5,234 1.5 1,700 0.7 200 0.1
NYME CRUDE OIL, LIGHT SWEET U.S. 3 88,864 3.8 112,516 4.8 2,351,548 118,471 5.2 112,529 4.9 2,298,297
NON U.S. 21 345,982 14.7 419,605 17.8 374,790 16.3 296,567 12.9
---- --------- ---- --------- ---- --------- ---- --------- ----
24 434,846 18.5 532,121 22.6 493,261 21.5 409,096 17.8
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 12,689 3.7 32,219 9.4 344,409 28,725 9.7 27,020 9.1 295,705
NON U.S. 9 51,266 14.9 62,191 18.1 36,869 12.5 26,200 8.9
---- --------- ---- --------- ---- --------- ---- --------- ----
12 63,955 18.6 94,410 27.5 65,594 22.2 53,220 18.0
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 61,500 9.0 67,675 9.9 684,577 35,440 6.3 49,180 8.7 562,893
NON U.S. 10 162,493 23.7 142,612 20.8 158,555 28.2 157,421 28.0
---- --------- ---- --------- ---- --------- ---- --------- ----
13 223,993 32.7 210,287 30.7 193,995 34.5 206,601 36.7
NYME BRENT AVG PRICE OPTIONS U.S. 2 900 2.0 9,432 20.6 45,892 2,100 5.8 2,900 8.0 36,245
NON U.S. 3 8,930 19.5 3,560 7.8 2,310 6.4 2,030 5.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,830 21.5 12,992 28.4 4,410 12.2 4,930 13.6
ICUS SUGAR NO. 11 U.S. 1 7,619 1.2 7,055 1.1 636,037 4,515 1.1 12,925 3.0 424,820
NON U.S. 8 22,629 3.6 23,302 3.7 16,135 3.8 16,916 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 30,248 4.8 30,357 4.8 20,650 4.9 29,841 7.0
CMX SILVER U.S. 1 1,400 1.7 1,850 2.3 80,441 800 2.7 1,100 3.8 29,180
NON U.S. 6 8,575 10.7 7,761 9.6 3,343 11.5 2,815 9.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 9,975 12.4 9,611 11.9 4,143 14.2 3,915 13.4
CMX GOLD U.S. 1 31,038 10.0 37,091 12.0 308,972 9,115 6.3 7,852 5.5 143,798
NON U.S. 10 31,478 10.2 36,749 11.9 13,102 9.1 27,446 19.1
---- --------- ---- --------- ---- --------- ---- --------- ----
11 62,516 20.2 73,840 23.9 22,217 15.4 35,298 24.6
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 180 0.4 50 0.1 49,633 150 0.6 50 0.2 23,194
NON U.S. 2 625 1.3 627 1.3 550 2.4 102 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 805 1.7 677 1.4 700 3.0 152 0.6
CME 3-MONTH EURODOLLARS U.S. 6 254,539 2.5 273,722 2.7 10,101,983 109,980 1.9 136,255 2.4 5,748,400
NON U.S. 33 1,662,644 16.5 1,685,208 16.7 698,830 12.2 682,862 11.9
---- --------- ---- --------- ---- --------- ---- --------- ----
39 1,917,183 19.0 1,958,930 19.4 808,810 14.1 819,117 14.3
CME E-MINI S&P 500 STOCK INDEX NON U.S. 7 5,628 1.8 2,750 0.9 319,392 200 0.0 1,010 0.2 438,486