BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 16,871 2.3 4,300 0.6 737,399 5,189 0.7 16,259 2.1 787,473
NON U.S. 3,230 0.4 375 0.1 2,705 0.3 482 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 20,101 2.7 4,675 0.7 7,894 1.0 16,741 2.2
CBT SOYBEANS U.S. 3,052 0.6 3,394 0.6 530,904 4,458 1.0 3,538 0.8 456,978
NON U.S. 414 0.1 2,345 0.4 2,650 0.6 1,025 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 3,466 0.7 5,739 1.0 7,108 1.6 4,563 1.0
IFED NATURAL GAS PENULTIMATE ICE U.S. 1,625,932 15.1 1,838,968 17.0 10,788,327 858,888 13.7 590,232 9.4 6,266,488
NON U.S. 74,204 0.7 81,144 0.8 58,578 0.9 32,564 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 1,700,136 15.8 1,920,112 17.8 917,466 14.6 622,796 9.9
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 269,906 8.1 314,823 9.5 3,315,369 146,354 7.1 115,094 5.6 2,064,873
NON U.S. 33,721 1.0 49,424 1.5 39,666 1.9 12,150 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
10 303,627 9.1 364,247 11.0 186,020 9.0 127,244 6.2
ICUS COTTON NO. 2 U.S. 1,741 1.2 2,821 1.9 147,614 675 0.5 557 0.4 141,622
NON U.S. 600 0.4 265 0.2 110 0.1 175 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 2,341 1.6 3,086 2.1 785 0.6 732 0.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 18,595 2.1 41,799 4.6 906,940 74,861 5.7 69,206 5.3 1,303,252
NON U.S. 17 22,724 2.5 46,265 5.1 119,205 9.1 81,109 6.2
---- --------- ---- --------- ---- --------- ---- --------- ----
24 41,319 4.6 88,064 9.7 194,066 14.8 150,315 11.5
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 12,350 2.6 24,650 5.2 474,201 15,775 1.9 35,650 4.4 819,106
NON U.S. 6 5,641 1.2 4,191 0.9 226,990 27.7 217,750 26.6
---- --------- ---- --------- ---- --------- ---- --------- ----
11 17,991 3.8 28,841 6.1 242,765 29.6 253,400 31.0
NYME CRUDE OIL, LIGHT SWEET U.S. 114,094 6.8 136,454 8.1 1,678,635 93,808 7.1 59,350 4.5 1,328,096
NON U.S. 35,240 2.1 61,235 3.6 40,912 3.1 27,420 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
18 149,334 8.9 197,689 11.7 134,720 10.2 86,770 6.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 55,440 10.8 72,495 14.1 513,692 77,227 17.9 44,656 10.4 431,071
NON U.S. 39,017 7.6 96,523 18.8 77,230 17.9 38,224 8.9
---- --------- ---- --------- ---- --------- ---- --------- ----
14 94,457 18.4 169,018 32.9 154,457 35.8 82,880 19.3
NYME DATED BRENT CALENDAR SWAP U.S. 935 20.2 2,180 47.2 4,620 900 50.7 180 10.1 1,775
NON U.S. 575 12.4 660 14.3 180 10.1 135 7.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,510 32.6 2,840 61.5 1,080 60.8 315 17.7
NYME BRENT CRUDE OIL LAST DAY U.S. 500 2.4 6,670 32.0 20,830 2,900 10.2 4,650 16.3 28,490
NON U.S. 350 1.7 300 1.4 200 0.7 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 850 4.1 6,970 33.4 3,100 10.9 4,650 16.3
NYME BRENT AVG PRICE OPTIONS U.S. 16,934 12.6 15,539 11.5 134,572 17,728 14.0 9,884 7.8 126,874
NON U.S. 11,293 8.4 23,616 17.5 15,230 12.0 16,985 13.4
---- --------- ---- --------- ---- --------- ---- --------- ----
12 28,227 21.0 39,155 29.0 32,958 26.0 26,869 21.2
NYME PALLADIUM U.S. 600 5.1 1,374 11.6 11,857 0 0.0 275 3.6 7,671
NON U.S. 430 3.6 380 3.2 150 2.0 600 7.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,030 8.7 1,754 14.8 150 2.0 875 11.4
ICUS SUGAR NO. 11 U.S. 5,125 1.7 9,245 3.0 310,107 3,025 1.3 7,072 3.1 228,844
NON U.S. 3,917 1.3 1,884 0.6 1,775 0.8 889 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 9,042 3.0 11,129 3.6 4,800 2.1 7,961 3.5
CMX SILVER U.S. 4,983 4.5 6,341 5.7 111,967 6,973 7.0 2,340 2.3 99,866
NON U.S. 4,435 4.0 16,558 14.8 7,067 7.1 10,792 10.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 9,418 8.5 22,899 20.5 14,040 14.1 13,132 13.1
CMX GOLD U.S. 56,613 7.2 57,468 7.4 781,413 23,062 6.0 31,903 8.3 383,870
NON U.S. 22,225 2.8 31,258 4.0 13,834 3.6 20,394 5.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 78,838 10.0 88,726 11.4 36,896 9.6 52,297 13.6
CME EURO FX U.S. 10,031 8.4 76 0.1 119,208 1,490 0.9 78 0.0 165,612
NON U.S. 6,264 5.3 2,895 2.4 5,354 3.2 3,421 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
10 16,295 13.7 2,971 2.5 6,844 4.1 3,499 2.1
CME 3-MONTH EURODOLLARS U.S. 9 195,826 3.9 240,723 4.8 5,008,783 211,950 2.7 180,600 2.3 7,759,382
NON U.S. 21 334,479 6.7 393,148 7.8 819,804 10.6 1,248,403 16.1
---- --------- ---- --------- ---- --------- ---- --------- ----
30 530,305 10.6 633,871 12.6 1,031,754 13.3 1,429,003 18.4
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 897,607 0 0.0 0 0.0 1,496,140
NON U.S. 16,600 1.8 3,630 0.4 8,210 0.5 3,075 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 16,600 1.8 3,630 0.4 8,210 0.5 3,075 0.2