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 2,555 1.5 1,235 0.7 168,988 2,030 1.6 1,201 0.9 128,482
NON U.S. 3 740 0.4 635 0.4 4,436 3.5 156 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,295 1.9 1,870 1.1 6,466 5.1 1,357 1.0
CBT CORN U.S. 3 4,762 0.6 3,625 0.5 767,979 2,670 0.4 3,666 0.6 621,837
NON U.S. 5 30,350 4.0 845 0.1 45,782 7.4 670 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 35,112 4.6 4,470 0.6 48,452 7.8 4,336 0.7
CBT SOYBEANS U.S. 2 6,800 1.8 4,947 1.3 375,917 1,600 0.6 860 0.3 268,282
NON U.S. 4 691 0.2 500 0.1 1,279 0.5 100 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,491 2.0 5,447 1.4 2,879 1.1 960 0.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 242,875 8.6 332,148 11.7 2,829,673 214,201 9.4 153,323 6.7 2,287,758
NON U.S. 6 46,106 1.6 81,411 2.9 65,672 2.9 35,471 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 288,981 10.2 413,559 14.6 279,873 12.3 188,794 8.3
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 11,675 2.2 50,500 9.7 520,306 49,225 7.8 33,600 5.4 627,103
NON U.S. 15 33,260 6.4 12,505 2.4 24,455 3.9 18,728 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
22 44,935 8.6 63,005 12.1 73,680 11.7 52,328 8.4
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 2,000 3.3 1,000 1.6 61,447 3,000 3.3 10,000 11.1 89,753
NON U.S. 2 3,200 5.2 100 0.2 400 0.4 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,200 8.5 1,100 1.8 3,400 3.7 10,000 11.1
CBT 30-DAY FEDERAL FUNDS U.S. 6 11,700 2.3 4,050 0.8 505,257 7,750 1.9 7,150 1.7 418,329
NON U.S. 4 2,000 0.4 700 0.1 4,000 1.0 2,000 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
10 13,700 2.7 4,750 0.9 11,750 2.9 9,150 2.2
NYME CRUDE OIL, LIGHT SWEET U.S. 3 108,094 4.4 150,119 6.1 2,475,648 146,789 5.8 161,130 6.3 2,538,859
NON U.S. 12 23,221 0.9 38,973 1.6 34,489 1.4 26,482 1.0
---- --------- ---- --------- ---- --------- ---- --------- ----
15 131,315 5.3 189,092 7.7 181,278 7.2 187,612 7.3
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 22,154 5.5 38,904 9.7 401,558 24,595 8.5 20,500 7.0 290,843
NON U.S. 6 1,950 0.5 1,750 0.4 1,640 0.6 1,800 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 24,104 6.0 40,654 10.1 26,235 9.1 22,300 7.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 89,827 9.4 96,871 10.1 957,093 54,739 8.1 69,653 10.4 672,813
NON U.S. 7 33,281 3.5 59,781 6.2 56,989 8.5 39,624 5.9
---- --------- ---- --------- ---- --------- ---- --------- ----
10 123,108 12.9 156,652 16.3 111,728 16.6 109,277 16.3
ICUS SUGAR NO. 11 U.S. 2 7,950 1.3 4,460 0.7 616,498 8,485 2.0 4,285 1.0 415,406
NON U.S. 4 2,390 0.4 1,460 0.2 900 0.2 850 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 10,340 1.7 5,920 0.9 9,385 2.2 5,135 1.2
CMX GOLD U.S. 1 23,581 6.2 28,846 7.6 380,142 6,498 2.9 15,877 7.1 222,717
NON U.S. 6 6,587 1.7 12,287 3.2 3,642 1.6 7,039 3.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 30,168 7.9 41,133 10.8 10,140 4.5 22,916 10.3
CME 3-MONTH EURODOLLARS U.S. 12 456,016 6.0 580,090 7.6 7,587,625 696,298 8.8 494,620 6.2 7,926,068
NON U.S. 38 565,302 7.5 596,516 7.9 538,955 6.8 676,027 8.5
---- --------- ---- --------- ---- --------- ---- --------- ----
50 1,021,318 13.5 1,176,606 15.5 1,235,253 15.6 1,170,647 14.7
CME E-MINI S&P 500 STOCK INDEX NON U.S. 8 1,156 0.4 19 0.0 299,417 6,030 1.4 420 0.1 433,546