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 1.7 885 0.7 131,027 855 0.8 510 0.5 110,282
NON U.S. 6 2,165 1.7 860 0.7 7,408 6.7 360 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
7 4,345 3.4 1,745 1.4 8,263 7.5 870 0.8
CBT CORN U.S. 2 3,887 0.6 1,900 0.3 657,146 1,070 0.2 2,121 0.4 533,315
NON U.S. 8 32,505 4.9 11,164 1.7 52,543 9.9 9,465 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 36,392 5.5 13,064 2.0 53,613 10.1 11,586 2.2
CBT SOYBEANS U.S. 1 5,605 1.6 3,860 1.1 346,941 405 0.2 760 0.3 252,744
NON U.S. 7 1,251 0.4 525 0.2 1,214 0.5 250 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 6,856 2.0 4,385 1.3 1,619 0.7 1,010 0.4
NYME HEATING OIL AVG PRICE OPTIONS U.S. 3 10,060 7.5 8,540 6.4 133,831 6,715 5.0 7,660 5.6 135,654
NON U.S. 2 1,986 1.5 775 0.6 180 0.1 369 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 12,046 9.0 9,315 7.0 6,895 5.1 8,029 5.9
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 262,526 8.9 315,057 10.6 2,961,489 225,131 9.1 172,226 6.9 2,480,018
NON U.S. 7 124,941 4.2 143,312 4.8 118,653 4.8 94,150 3.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 387,467 13.1 458,369 15.4 343,784 13.9 266,376 10.7
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 8,720 2.5 22,270 6.5 345,197 28,318 6.1 22,900 5.0 462,378
NON U.S. 17 37,907 11.0 18,805 5.4 31,905 6.9 18,318 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
23 46,627 13.5 41,075 11.9 60,223 13.0 41,218 9.0
CBT 30-DAY FEDERAL FUNDS U.S. 4 1,150 0.2 1,600 0.3 473,588 2,050 0.6 2,900 0.9 337,317
NON U.S. 6 21,700 4.6 20,650 4.4 6,100 1.8 11,210 3.3
---- --------- ---- --------- ---- --------- ---- --------- ----
10 22,850 4.8 22,250 4.7 8,150 2.4 14,110 4.2
NYME CRUDE OIL, LIGHT SWEET U.S. 3 108,274 4.8 133,359 5.9 2,271,764 132,619 5.6 151,931 6.4 2,385,201
NON U.S. 17 129,976 5.7 156,494 6.9 145,269 6.1 132,332 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
20 238,250 10.5 289,853 12.8 277,888 11.7 284,263 11.9
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 21,764 5.7 36,524 9.6 381,383 24,245 8.2 21,020 7.1 295,035
NON U.S. 7 21,605 5.7 28,345 7.4 14,319 4.9 9,425 3.2
---- --------- ---- --------- ---- --------- ---- --------- ----
10 43,369 11.4 64,869 17.0 38,564 13.1 30,445 10.3
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 87,967 9.6 96,504 10.6 912,812 54,142 8.3 69,363 10.6 655,496
NON U.S. 8 117,882 12.9 114,054 12.5 83,656 12.8 96,099 14.7
---- --------- ---- --------- ---- --------- ---- --------- ----
11 205,849 22.5 210,558 23.1 137,798 21.1 165,462 25.3
NYME BRENT AVG PRICE OPTIONS U.S. 2 10,500 13.0 12,188 15.1 80,840 4,662 13.1 4,455 12.5 35,552
NON U.S. 4 11,995 14.8 7,175 8.9 5,545 15.6 4,725 13.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 22,495 27.8 19,363 24.0 10,207 28.7 9,180 25.8
ICUS SUGAR NO. 11 U.S. 1 10,530 1.5 3,785 0.5 712,559 6,935 1.2 9,110 1.6 556,321
NON U.S. 6 14,144 2.0 6,045 0.8 8,490 1.5 6,245 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 24,674 3.5 9,830 1.3 15,425 2.7 15,355 2.7
CMX SILVER U.S. 1 2,280 3.1 2,341 3.2 72,597 1,307 3.0 2,442 5.7 43,187
NON U.S. 4 4,103 5.7 3,309 4.6 3,673 8.5 2,985 6.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 6,383 8.8 5,650 7.8 4,980 11.5 5,427 12.6
CMX GOLD U.S. 1 21,624 6.0 23,883 6.6 362,791 3,655 1.7 13,014 6.1 214,471
NON U.S. 9 29,734 8.2 41,500 11.4 11,454 5.3 31,546 14.7
---- --------- ---- --------- ---- --------- ---- --------- ----
10 51,358 14.2 65,383 18.0 15,109 7.0 44,560 20.8
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 450 1.1 175 0.4 41,490 1,175 2.9 725 1.8 41,180
NON U.S. 2 125 0.3 50 0.1 100 0.2 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 575 1.4 225 0.5 1,275 3.1 725 1.8
CME 3-MONTH EURODOLLARS U.S. 11 539,670 5.9 672,206 7.4 9,125,791 879,428 9.8 626,695 7.0 8,980,426
NON U.S. 36 950,026 10.4 985,017 10.8 662,295 7.4 858,199 9.6
---- --------- ---- --------- ---- --------- ---- --------- ----
47 1,489,696 16.3 1,657,223 18.2 1,541,723 17.2 1,484,894 16.6
CME E-MINI S&P 500 STOCK INDEX NON U.S. 6 3,412 1.2 40 0.0 287,608 6,012 1.6 220 0.1 381,844