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 1,970 1.1 2,540 1.5 175,055 1,070 0.6 1,600 0.9 170,499
NON U.S. 9 6,707 3.8 1,880 1.1 15,713 9.2 2,635 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
10 8,677 4.9 4,420 2.6 16,783 9.8 4,235 2.4
CBT CORN U.S. 1 3,426 0.5 3,925 0.6 684,269 1,900 0.3 3,175 0.6 575,618
NON U.S. 8 39,991 5.8 17,798 2.6 64,192 11.2 20,978 3.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 43,417 6.3 21,723 3.2 66,092 11.5 24,153 4.2
CBT SOYBEANS U.S. 1 2,420 0.7 600 0.2 338,422 1,370 0.5 2,050 0.7 283,867
NON U.S. 7 2,475 0.7 1,690 0.5 1,015 0.4 1,650 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 4,895 1.4 2,290 0.7 2,385 0.9 3,700 1.3
CBT U.S. TREASURY BONDS U.S. 4 7,450 5.0 200 0.1 149,510 5,550 5.3 400 0.4 105,062
NON U.S. 5 9,750 6.5 10,250 6.9 1,350 1.3 650 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 17,200 11.5 10,450 7.0 6,900 6.6 1,050 1.0
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 1,635 3.7 1,051 2.4 44,511 1,810 4.6 1,410 3.6 39,165
NON U.S. 2 740 1.7 1,222 2.7 565 1.4 247 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,375 5.4 2,273 5.1 2,375 6.0 1,657 4.2
NYME HEATING OIL AVG PRICE OPTIONS U.S. 3 8,115 8.3 7,416 7.6 97,750 6,295 8.1 7,160 9.2 78,054
NON U.S. 3 12,200 12.5 9,475 9.7 4,096 5.2 5,550 7.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 20,315 20.8 16,891 17.3 10,391 13.3 12,710 16.3
NYME NATURAL GAS U.S. 1 4,110 1.4 1,125 0.4 293,133 475 0.2 1,760 0.6 284,459
NON U.S. 5 197,250 67.3 2,350 0.8 190,150 66.8 500 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 201,360 68.7 3,475 1.2 190,625 67.0 2,260 0.8
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 225,294 7.3 256,300 8.3 3,075,864 201,066 7.4 183,563 6.8 2,712,385
NON U.S. 8 212,605 6.9 391,886 12.7 170,655 6.3 362,670 13.4
---- --------- ---- --------- ---- --------- ---- --------- ----
11 437,899 14.2 648,186 21.0 371,721 13.7 546,233 20.2
CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 16,050 2.1 23,700 3.1 763,243 14,750 3.0 5,350 1.1 495,940
NON U.S. 22 50,375 6.6 57,517 7.5 47,065 9.5 19,525 3.9
---- --------- ---- --------- ---- --------- ---- --------- ----
26 66,425 8.7 81,217 10.6 61,815 12.5 24,875 5.0
CBT 30-DAY FEDERAL FUNDS U.S. 4 1,950 0.9 2,950 1.3 228,068 1,350 0.9 3,850 2.5 152,755
NON U.S. 2 2,050 0.9 10,400 4.6 2,900 1.9 6,560 4.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 4,000 1.8 13,350 5.9 4,250 2.8 10,410 6.8
NYME CRUDE OIL, LIGHT SWEET U.S. 3 88,530 4.6 113,980 5.9 1,944,312 112,879 5.8 117,784 6.0 1,951,451
NON U.S. 20 270,111 13.9 317,091 16.3 294,447 15.1 242,389 12.4
---- --------- ---- --------- ---- --------- ---- --------- ----
23 358,641 18.5 431,071 22.2 407,326 20.9 360,173 18.4
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 17,689 5.1 40,999 11.7 349,569 23,895 8.4 24,320 8.6 283,896
NON U.S. 7 49,681 14.2 66,761 19.1 37,749 13.3 30,110 10.6
---- --------- ---- --------- ---- --------- ---- --------- ----
10 67,370 19.3 107,760 30.8 61,644 21.7 54,430 19.2
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 85,822 9.7 99,553 11.3 881,651 54,106 9.2 58,426 9.9 587,224
NON U.S. 10 198,324 22.5 190,766 21.6 161,773 27.5 147,438 25.1
---- --------- ---- --------- ---- --------- ---- --------- ----
13 284,146 32.2 290,319 32.9 215,879 36.7 205,864 35.0
NYME BRENT AVG PRICE OPTIONS U.S. 2 7,720 9.4 13,474 16.4 81,944 3,062 10.0 2,150 7.0 30,637
NON U.S. 4 11,740 14.3 5,110 6.2 2,865 9.4 2,410 7.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 19,460 23.7 18,584 22.6 5,927 19.4 4,560 14.9
ICUS SUGAR NO. 11 U.S. 1 10,090 1.9 1,322 0.2 536,556 5,600 1.5 9,650 2.6 365,212
NON U.S. 8 16,874 3.1 24,752 4.6 12,084 3.3 22,175 6.1
---- --------- ---- --------- ---- --------- ---- --------- ----
9 26,964 5.0 26,074 4.8 17,684 4.8 31,825 8.7
CMX SILVER U.S. 1 1,950 2.6 2,050 2.7 76,269 1,557 3.4 2,607 5.8 45,166
NON U.S. 5 8,053 10.6 8,131 10.7 5,323 11.8 3,850 8.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 10,003 13.2 10,181 13.4 6,880 15.2 6,457 14.3
CMX GOLD U.S. 1 21,774 6.7 28,371 8.7 324,819 4,760 2.7 7,447 4.3 174,968
NON U.S. 12 37,229 11.5 44,425 13.7 17,694 10.1 38,394 21.9
---- --------- ---- --------- ---- --------- ---- --------- ----
13 59,003 18.2 72,796 22.4 22,454 12.8 45,841 26.2
CME EURO FX U.S. 2 1 0.0 2,500 3.5 70,587 0 0.0 4,500 5.1 88,410
NON U.S. 3 6,693 9.5 2,541 3.6 2,375 2.7 6,354 7.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 6,694 9.5 5,041 7.1 2,375 2.7 10,854 12.3
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 1,165 1.7 420 0.6 68,874 350 1.0 350 1.0 33,817
NON U.S. 3 1,925 2.8 1,050 1.5 975 2.9 850 2.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 3,090 4.5 1,470 2.1 1,325 3.9 1,200 3.5
CME 3-MONTH EURODOLLARS U.S. 8 310,416 3.4 314,762 3.5 9,108,212 447,782 5.7 311,864 4.0 7,837,781
NON U.S. 30 1,419,752 15.6 1,583,463 17.4 973,968 12.4 854,687 10.9
---- --------- ---- --------- ---- --------- ---- --------- ----
38 1,730,168 19.0 1,898,225 20.9 1,421,750 18.1 1,166,551 14.9
CME E-MINI S&P 500 STOCK INDEX NON U.S. 8 3,400 1.2 100 0.0 289,195 8,719 1.8 2,054 0.4 490,498