BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1 250 0.2 300 0.2 137,459 0 0.0 100 0.1 128,604
NON U.S. 8 2,695 2.0 1,105 0.8 2,130 1.7 2,180 1.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 2,945 2.2 1,405 1.0 2,130 1.7 2,280 1.8
CBT CORN U.S. 2 434 0.1 2 0.0 672,733 0 0.0 44 0.0 627,915
NON U.S. 8 53,415 7.9 15,422 2.3 33,121 5.3 13,938 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
10 53,849 8.0 15,424 2.3 33,121 5.3 13,982 2.2
CBT SOYBEANS U.S. 1 250 0.1 0 0.0 179,618 0 0.0 0 0.0 181,422
NON U.S. 6 2,872 1.6 375 0.2 1,311 0.7 1,075 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 3,122 1.7 375 0.2 1,311 0.7 1,075 0.6
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 3,410 5.8 1,075 1.8 58,982 1,485 4.2 525 1.5 34,975
NON U.S. 2 777 1.3 617 1.0 1,052 3.0 467 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,187 7.1 1,692 2.8 2,537 7.2 992 2.8
NYME HEATING OIL AVG PRICE OPTIONS U.S. 3 8,301 10.8 1,353 1.8 76,955 2,775 5.3 6,543 12.5 52,477
NON U.S. 4 13,170 17.1 6,360 8.3 3,861 7.4 8,804 16.8
---- --------- ---- --------- ---- --------- ---- --------- ----
7 21,471 27.9 7,713 10.1 6,636 12.7 15,347 29.3
NYME NATURAL GAS U.S. 1 4,260 1.0 1,125 0.3 421,472 575 0.2 475 0.2 312,584
NON U.S. 4 237,750 56.4 1,212 0.3 235,000 75.2 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 242,010 57.4 2,337 0.6 235,575 75.4 475 0.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 164,420 5.3 193,139 6.2 3,091,613 196,232 6.9 151,966 5.4 2,837,404
NON U.S. 9 148,442 4.8 420,545 13.6 172,808 6.1 363,775 12.8
---- --------- ---- --------- ---- --------- ---- --------- ----
12 312,862 10.1 613,684 19.8 369,040 13.0 515,741 18.2
CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 28,400 7.3 22,500 5.8 389,655 27,900 4.5 12,500 2.0 618,223
NON U.S. 13 27,715 7.1 27,839 7.1 56,760 9.2 32,505 5.3
---- --------- ---- --------- ---- --------- ---- --------- ----
16 56,115 14.4 50,339 12.9 84,660 13.7 45,005 7.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 16,801 5.7 9,650 3.3 294,804 1,275 0.9 950 0.7 139,915
NON U.S. 2 3,250 1.1 5,475 1.9 3,750 2.7 4,575 3.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 20,051 6.8 15,125 5.2 5,025 3.6 5,525 4.0
CBT 30-DAY FEDERAL FUNDS U.S. 2 5,800 1.4 4,150 1.0 423,736 1,000 0.4 6,150 2.3 262,762
NON U.S. 6 56,072 13.2 7,892 1.9 500 0.2 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
8 61,872 14.6 12,042 2.9 1,500 0.6 6,150 2.3
NYME ISO NEW ENGLAND LMP SWAP U.S. 2 440 3.7 40 0.3 11,938 0 0.0 0 0.0 17,888
NON U.S. 3 4,000 33.5 1,890 15.8 6,900 38.6 4,110 23.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,440 37.2 1,930 16.1 6,900 38.6 4,110 23.0
NYME CRUDE OIL, LIGHT SWEET U.S. 4 123,868 5.2 141,366 6.0 2,359,778 154,217 6.7 154,770 6.7 2,315,143
NON U.S. 21 365,074 15.5 416,084 17.6 365,600 15.8 306,396 13.2
---- --------- ---- --------- ---- --------- ---- --------- ----
25 488,942 20.7 557,450 23.6 519,817 22.5 461,166 19.9
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 4 16,762 5.2 35,819 11.2 320,618 35,825 11.6 34,245 11.1 308,363
NON U.S. 8 51,349 16.0 55,928 17.4 38,744 12.6 26,125 8.5
---- --------- ---- --------- ---- --------- ---- --------- ----
12 68,111 21.2 91,747 28.6 74,569 24.2 60,370 19.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 71,880 10.8 79,605 12.0 663,866 45,210 8.1 58,770 10.6 555,921
NON U.S. 10 172,480 26.0 155,266 23.4 170,679 30.7 168,948 30.4
---- --------- ---- --------- ---- --------- ---- --------- ----
14 244,360 36.8 234,871 35.4 215,889 38.8 227,718 41.0
NYME BRENT AVG PRICE OPTIONS U.S. 3 6,650 15.7 9,744 22.9 42,479 2,100 7.3 3,600 12.6 28,620
NON U.S. 3 8,430 19.8 2,910 6.9 1,860 6.5 2,100 7.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 15,080 35.5 12,654 29.8 3,960 13.8 5,700 19.9
ICUS SUGAR NO. 11 U.S. 1 6,144 1.0 6,430 1.0 621,410 2,340 0.6 12,500 3.0 415,830
NON U.S. 8 24,679 4.0 24,627 4.0 18,685 4.5 18,191 4.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 30,823 5.0 31,057 5.0 21,025 5.1 30,691 7.4
ICUS COFFEE C U.S. 1 40 0.1 0 0.0 75,099 0 0.0 40 0.1 55,327
NON U.S. 5 2,154 2.9 1,200 1.6 1,401 2.5 1,375 2.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,194 3.0 1,200 1.6 1,401 2.5 1,415 2.6
CMX SILVER U.S. 1 900 1.3 1,850 2.7 69,397 500 1.9 1,100 4.3 25,797
NON U.S. 5 7,330 10.6 6,807 9.8 2,993 11.6 2,580 10.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,230 11.9 8,657 12.5 3,493 13.5 3,680 14.3
CMX GOLD U.S. 1 23,983 7.8 35,055 11.4 307,354 9,759 5.7 7,767 4.5 171,228
NON U.S. 8 35,813 11.7 38,687 12.6 23,167 13.5 37,791 22.1
---- --------- ---- --------- ---- --------- ---- --------- ----
9 59,796 19.5 73,742 24.0 32,926 19.2 45,558 26.6
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 980 2.3 425 1.0 41,839 250 1.3 325 1.7 18,918
NON U.S. 2 225 0.5 177 0.4 200 1.1 152 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,205 2.8 602 1.4 450 2.4 477 2.5
CME 3-MONTH EURODOLLARS U.S. 7 155,514 1.8 216,159 2.5 8,688,130 81,679 1.7 124,330 2.6 4,826,106
NON U.S. 27 1,267,082 14.6 1,325,597 15.3 597,612 12.4 583,812 12.1
---- --------- ---- --------- ---- --------- ---- --------- ----
34 1,422,596 16.4 1,541,756 17.8 679,291 14.1 708,142 14.7
CME E-MINI S&P 500 STOCK INDEX NON U.S. 5 4,301 1.6 2,025 0.7 272,495 380 0.1 1,010 0.3 380,352