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 1,520 1.0 1,265 0.9 145,767 770 0.6 1,015 0.7 137,960
NON U.S. 9 13,806 9.5 1,695 1.2 17,397 12.6 2,495 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 15,326 10.5 2,960 2.1 18,167 13.2 3,510 2.5
CBT CORN U.S. 1 2,300 0.4 2,975 0.5 594,032 1,600 0.3 1,625 0.3 507,352
NON U.S. 8 64,083 10.8 25,898 4.4 64,866 12.8 20,293 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 66,383 11.2 28,873 4.9 66,466 13.1 21,918 4.3
CBT SOYBEANS U.S. 1 700 0.3 550 0.2 258,223 1,150 0.5 900 0.4 231,943
NON U.S. 5 1,645 0.6 1,440 0.6 745 0.3 840 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,345 0.9 1,990 0.8 1,895 0.8 1,740 0.8
CBT U.S. TREASURY BONDS U.S. 3 2,516 1.1 1,000 0.4 225,682 400 0.3 800 0.6 142,729
NON U.S. 5 10,075 4.5 11,000 4.9 3,775 2.6 3,700 2.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 12,591 5.6 12,000 5.3 4,175 2.9 4,500 3.2
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 2,060 3.8 1,200 2.2 54,014 860 2.3 735 2.0 36,772
NON U.S. 2 1,367 2.5 1,372 2.5 692 1.9 397 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,427 6.3 2,572 4.7 1,552 4.2 1,132 3.1
NYME HEATING OIL AVG PRICE OPTIONS U.S. 3 7,340 7.5 6,912 7.1 97,444 6,080 8.1 6,100 8.2 74,656
NON U.S. 3 12,970 13.3 9,830 10.1 4,409 5.9 5,953 8.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 20,310 20.8 16,742 17.2 10,489 14.0 12,053 16.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 221,243 7.0 257,814 8.1 3,175,313 212,461 7.5 184,908 6.5 2,824,705
NON U.S. 8 201,789 6.4 400,589 12.6 163,676 5.8 363,955 12.9
---- --------- ---- --------- ---- --------- ---- --------- ----
11 423,032 13.4 658,403 20.7 376,137 13.3 548,863 19.4
CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 18,261 2.2 9,800 1.2 829,212 8,100 1.0 7,950 1.0 784,763
NON U.S. 21 77,489 9.3 58,552 7.1 80,674 10.3 41,725 5.3
---- --------- ---- --------- ---- --------- ---- --------- ----
24 95,750 11.5 68,352 8.3 88,774 11.3 49,675 6.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 14,450 4.7 500 0.2 310,286 23 0.0 0 0.0 84,341
NON U.S. 2 25 0.0 850 0.3 875 1.0 250 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 14,475 4.7 1,350 0.5 898 1.0 250 0.3
CBT 30-DAY FEDERAL FUNDS U.S. 3 2,050 0.9 2,650 1.1 232,404 1,500 1.1 2,750 2.0 140,863
NON U.S. 3 6,570 2.8 12,250 5.3 0 0.0 1,000 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,620 3.7 14,900 6.4 1,500 1.1 3,750 2.7
NYME CRUDE OIL, LIGHT SWEET U.S. 3 103,005 4.4 131,194 5.6 2,338,019 116,068 5.5 126,265 6.0 2,111,043
NON U.S. 18 313,001 13.4 418,303 17.9 339,032 16.1 263,125 12.5
---- --------- ---- --------- ---- --------- ---- --------- ----
21 416,006 17.8 549,497 23.5 455,100 21.6 389,390 18.5
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 18,364 4.9 38,724 10.4 373,827 29,120 9.8 26,495 8.9 297,688
NON U.S. 9 56,411 15.1 65,966 17.6 39,139 13.1 31,410 10.6
---- --------- ---- --------- ---- --------- ---- --------- ----
12 74,775 20.0 104,690 28.0 68,259 22.9 57,905 19.5
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 82,133 9.8 89,707 10.7 838,973 46,654 8.4 57,871 10.4 558,416
NON U.S. 10 199,804 23.8 181,978 21.7 160,021 28.7 152,691 27.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 281,937 33.6 271,685 32.4 206,675 37.1 210,562 37.7
NYME BRENT AVG PRICE OPTIONS U.S. 2 4,520 5.8 13,036 16.9 77,266 2,882 10.2 2,800 9.9 28,187
NON U.S. 3 11,340 14.7 5,010 6.5 2,340 8.3 2,160 7.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 15,860 20.5 18,046 23.4 5,222 18.5 4,960 17.6
ICUS SUGAR NO. 11 U.S. 1 5,835 1.3 1,200 0.3 449,174 4,085 1.4 8,200 2.8 289,868
NON U.S. 6 15,729 3.5 20,831 4.6 10,274 3.5 17,630 6.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 21,564 4.8 22,031 4.9 14,359 4.9 25,830 8.9
CMX SILVER U.S. 1 2,580 3.8 1,700 2.5 67,590 787 2.2 1,907 5.2 36,493
NON U.S. 6 5,949 8.8 6,381 9.4 3,623 9.9 3,551 9.7
---- --------- ---- --------- ---- --------- ---- --------- ----
7 8,529 12.6 8,081 11.9 4,410 12.1 5,458 14.9
CMX GOLD U.S. 1 30,033 8.4 41,071 11.5 358,386 8,630 4.6 10,227 5.4 188,080
NON U.S. 12 34,835 9.7 44,672 12.5 16,658 8.9 41,592 22.1
---- --------- ---- --------- ---- --------- ---- --------- ----
13 64,868 18.1 85,743 24.0 25,288 13.5 51,819 27.5
CME EURO FX U.S. 2 200 0.3 2,500 4.3 58,423 0 0.0 4,500 5.5 81,427
NON U.S. 4 7,482 12.8 2,133 3.7 3,719 4.6 6,226 7.6
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,682 13.1 4,633 8.0 3,719 4.6 10,726 13.1
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 1,715 2.5 1,270 1.9 68,606 500 1.5 600 1.8 34,048
NON U.S. 3 2,175 3.2 1,477 2.2 1,125 3.3 977 2.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 3,890 5.7 2,747 4.1 1,625 4.8 1,577 4.7
CME 3-MONTH EURODOLLARS U.S. 7 295,536 3.3 295,327 3.3 8,871,483 268,999 4.1 177,661 2.7 6,556,790
NON U.S. 32 1,489,402 16.8 1,687,629 19.0 878,071 13.4 854,996 13.0
---- --------- ---- --------- ---- --------- ---- --------- ----
39 1,784,938 20.1 1,982,956 22.3 1,147,070 17.5 1,032,657 15.7
CME E-MINI S&P 500 STOCK INDEX NON U.S. 9 3,000 1.0 200 0.1 295,281 6,709 1.4 1,550 0.3 488,894