BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 2 2,718 1.5 1,725 1.0 178,025 3,555 2.3 1,421 0.9 151,489
NON U.S. 3 840 0.5 900 0.5 2,549 1.7 256 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,558 2.0 2,625 1.5 6,104 4.0 1,677 1.1
CBT CORN U.S. 2 4,192 0.5 3,400 0.4 771,886 2,707 0.4 4,100 0.6 645,916
NON U.S. 4 28,714 3.7 845 0.1 38,104 5.9 670 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 32,906 4.2 4,245 0.5 40,811 6.3 4,770 0.7
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 232,376 8.4 344,325 12.5 2,759,126 217,340 9.7 154,428 6.9 2,249,114
NON U.S. 6 42,100 1.5 77,788 2.8 65,100 2.9 34,660 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 274,476 9.9 422,113 15.3 282,440 12.6 189,088 8.4
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 7,350 1.4 40,050 7.5 535,407 53,350 7.2 25,700 3.5 736,872
NON U.S. 13 29,751 5.6 10,648 2.0 37,230 5.1 20,478 2.8
---- --------- ---- --------- ---- --------- ---- --------- ----
20 37,101 7.0 50,698 9.5 90,580 12.3 46,178 6.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 3,000 4.0 2,000 2.7 74,219 3,200 3.4 10,000 10.8 93,000
NON U.S. 2 1,300 1.8 400 0.5 2,150 2.3 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,300 5.8 2,400 3.2 5,350 5.7 10,000 10.8
CBT 30-DAY FEDERAL FUNDS U.S. 6 9,517 2.0 15,725 3.2 487,258 18,251 3.7 18,818 3.8 495,407
NON U.S. 6 32,000 6.6 700 0.1 5,000 1.0 3,000 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
12 41,517 8.6 16,425 3.3 23,251 4.7 21,818 4.4
NYME CRUDE OIL, LIGHT SWEET U.S. 3 107,454 4.1 170,984 6.5 2,642,171 152,015 5.7 169,824 6.4 2,643,966
NON U.S. 17 27,273 1.0 44,396 1.7 38,713 1.5 31,737 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
20 134,727 5.1 215,380 8.2 190,728 7.2 201,561 7.6
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 27,393 6.7 39,404 9.6 409,160 24,095 8.2 20,250 6.9 292,565
NON U.S. 7 2,050 0.5 2,200 0.5 1,315 0.4 2,143 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
10 29,443 7.2 41,604 10.1 25,410 8.6 22,393 7.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 94,785 9.4 110,791 11.0 1,003,535 64,836 9.0 73,657 10.3 718,024
NON U.S. 8 30,201 3.0 66,246 6.6 64,686 9.0 37,590 5.2
---- --------- ---- --------- ---- --------- ---- --------- ----
11 124,986 12.4 177,037 17.6 129,522 18.0 111,247 15.5
NYME BRENT AVG PRICE OPTIONS U.S. 2 8,500 11.6 9,974 13.6 73,326 4,341 11.6 7,620 20.4 37,371
NON U.S. 3 2,520 3.4 2,230 3.0 3,220 8.6 2,760 7.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,020 15.0 12,204 16.6 7,561 20.2 10,380 27.8
ICUS SUGAR NO. 11 U.S. 2 7,625 1.1 6,545 1.0 675,957 10,035 2.2 4,635 1.0 452,523
NON U.S. 4 2,340 0.3 1,710 0.3 1,100 0.2 850 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 9,965 1.4 8,255 1.3 11,135 2.4 5,485 1.2
CMX GOLD U.S. 1 29,819 6.8 32,309 7.3 439,747 8,306 2.9 16,497 5.8 282,560
NON U.S. 6 8,716 2.0 15,632 3.6 4,597 1.6 12,301 4.4
---- --------- ---- --------- ---- --------- ---- --------- ----
7 38,535 8.8 47,941 10.9 12,903 4.5 28,798 10.2
CME 3-MONTH EURODOLLARS U.S. 14 446,441 5.8 653,502 8.5 7,698,581 826,543 8.7 555,420 5.9 9,470,828
NON U.S. 36 577,802 7.5 628,733 8.2 690,844 7.3 765,108 8.1
---- --------- ---- --------- ---- --------- ---- --------- ----
50 1,024,243 13.3 1,282,235 16.7 1,517,387 16.0 1,320,528 14.0
CME E-MINI S&P 500 STOCK INDEX NON U.S. 8 1,568 0.5 24 0.0 343,804 5,284 1.0 750 0.1 515,543