BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 4,783 2.7 3,065 1.8 174,200 5,305 3.7 3,908 2.7 145,195
NON U.S. 550 0.3 305 0.2 1,150 0.8 30 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,333 3.0 3,370 2.0 6,455 4.5 3,938 2.7
CBT CORN U.S. 14,274 2.3 7,441 1.2 616,994 5,973 0.8 7,053 1.0 714,468
NON U.S. 3,380 0.5 950 0.2 3,305 0.5 507 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 17,654 2.8 8,391 1.4 9,278 1.3 7,560 1.1
CBT SOYBEANS U.S. 2,458 0.6 2,546 0.7 382,049 4,307 1.2 2,843 0.8 358,325
NON U.S. 659 0.2 905 0.2 2,400 0.7 525 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
9 3,117 0.8 3,451 0.9 6,707 1.9 3,368 0.9
IFED NATURAL GAS PENULTIMATE ICE U.S. 1,506,972 14.7 1,744,108 17.0 10,276,898 839,788 14.2 518,952 8.8 5,894,236
NON U.S. 67,044 0.7 86,904 0.8 68,498 1.2 29,544 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 1,574,016 15.4 1,831,012 17.8 908,286 15.4 548,496 9.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 253,176 7.6 305,720 9.1 3,348,681 143,328 7.2 108,794 5.4 1,998,288
NON U.S. 33,328 1.0 50,617 1.5 38,636 1.9 12,395 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
10 286,504 8.6 356,337 10.6 181,964 9.1 121,189 6.0
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 16,308 1.8 34,159 3.7 915,707 63,855 6.0 55,700 5.2 1,067,108
NON U.S. 20 20,175 2.2 53,144 5.8 104,875 9.8 97,545 9.1
---- --------- ---- --------- ---- --------- ---- --------- ----
27 36,483 4.0 87,303 9.5 168,730 15.8 153,245 14.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5,500 2.4 6,150 2.6 233,088 7,000 0.8 23,050 2.6 890,766
NON U.S. 0 0.0 75,000 32.2 222,100 24.9 203,500 22.8
---- --------- ---- --------- ---- --------- ---- --------- ----
6 5,500 2.4 81,150 34.8 229,100 25.7 226,550 25.4
NYME CRUDE OIL, LIGHT SWEET U.S. 119,573 7.1 139,062 8.3 1,676,515 90,613 7.1 61,630 4.8 1,273,203
NON U.S. 37,430 2.2 61,690 3.7 43,606 3.4 28,474 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
18 157,003 9.3 200,752 12.0 134,219 10.5 90,104 7.0
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 56,153 11.3 72,875 14.6 497,463 77,056 18.3 45,542 10.8 420,704
NON U.S. 36,218 7.3 93,820 18.9 74,939 17.8 36,188 8.6
---- --------- ---- --------- ---- --------- ---- --------- ----
15 92,371 18.6 166,695 33.5 151,995 36.1 81,730 19.4
NYME DATED BRENT CALENDAR SWAP U.S. 910 21.1 2,030 47.0 4,320 1,545 43.0 180 5.0 3,595
NON U.S. 550 12.7 660 15.3 480 13.4 135 3.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,460 33.8 2,690 62.3 2,025 56.4 315 8.8
NYME BRENT CRUDE OIL LAST DAY U.S. 1,400 6.8 7,070 34.2 20,655 4,300 17.6 5,350 21.9 24,390
NON U.S. 450 2.2 300 1.5 200 0.8 100 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 1,850 9.0 7,370 35.7 4,500 18.4 5,450 22.3
NYME BRENT AVG PRICE OPTIONS U.S. 17,903 13.7 15,016 11.5 130,271 17,536 14.2 11,791 9.6 123,203
NON U.S. 10,796 8.3 21,996 16.9 14,485 11.8 16,940 13.7
---- --------- ---- --------- ---- --------- ---- --------- ----
13 28,699 22.0 37,012 28.4 32,021 26.0 28,731 23.3
ICUS SUGAR NO. 11 U.S. 2,680 1.4 4,590 2.4 195,107 2,450 1.3 4,685 2.6 182,738
NON U.S. 1,802 0.9 605 0.3 1,492 0.8 605 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 4,482 2.3 5,195 2.7 3,942 2.1 5,290 2.9
CMX SILVER U.S. 4,433 4.8 4,728 5.1 92,436 7,303 8.1 2,808 3.1 90,586
NON U.S. 2,112 2.3 15,298 16.5 6,728 7.4 8,805 9.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 6,545 7.1 20,026 21.6 14,031 15.5 11,613 12.8
CMX GOLD U.S. 68,781 7.6 65,118 7.2 907,424 23,957 5.6 29,196 6.8 431,584
NON U.S. 32,109 3.5 41,119 4.5 16,520 3.8 23,728 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
15 100,890 11.1 106,237 11.7 40,477 9.4 52,924 12.3
CME EURO FX U.S. 5,151 3.7 780 0.6 140,322 10,610 6.5 230 0.1 162,815
NON U.S. 4,437 3.2 1,997 1.4 6,199 3.8 1,988 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
10 9,588 6.9 2,777 2.0 16,809 10.3 2,218 1.3
CME 3-MONTH EURODOLLARS U.S. 8 178,726 3.6 225,678 4.6 4,900,294 207,976 2.6 189,880 2.4 8,033,278
NON U.S. 21 375,857 7.7 350,000 7.1 842,369 10.5 1,278,052 15.9
---- --------- ---- --------- ---- --------- ---- --------- ----
29 554,583 11.3 575,678 11.7 1,050,345 13.1 1,467,932 18.3
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 1,042,896 270 0.0 10 0.0 1,676,826
NON U.S. 17,669 1.7 5,367 0.5 6,929 0.4 6,119 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 17,669 1.7 5,367 0.5 7,199 0.4 6,129 0.4