BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 5,158 3.4 3,086 2.0 151,746 5,223 3.9 6,676 5.0 134,402
NON U.S. 525 0.3 170 0.1 1,310 1.0 370 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,683 3.7 3,256 2.1 6,533 4.9 7,046 5.3
CBT CORN U.S. 24,118 2.6 8,688 0.9 917,204 19,054 2.6 27,515 3.8 731,279
NON U.S. 1,190 0.1 1,025 0.1 790 0.1 4,575 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 25,308 2.7 9,713 1.0 19,844 2.7 32,090 4.4
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3,530 5.5 1,405 2.2 64,412 2,925 4.1 3,250 4.5 71,574
NON U.S. 565 0.9 575 0.9 1,600 2.2 790 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,095 6.4 1,980 3.1 4,525 6.3 4,040 5.6
NYME HEATING OIL AVG PRICE OPTIONS U.S. 14,364 8.1 5,505 3.1 177,723 2,535 2.6 12,639 12.7 99,362
NON U.S. 3,135 1.8 2,790 1.6 2,642 2.7 2,550 2.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 17,499 9.9 8,295 4.7 5,177 5.3 15,189 15.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 286,934 8.6 333,383 10.0 3,333,350 173,295 7.3 146,418 6.2 2,378,746
NON U.S. 24,420 0.7 44,059 1.3 35,182 1.5 16,742 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 311,354 9.3 377,442 11.3 208,477 8.8 163,160 6.9
ICUS COTTON NO. 2 U.S. 7,082 5.5 1,330 1.0 128,712 7,235 6.5 3,470 3.1 110,770
NON U.S. 505 0.4 325 0.3 255 0.2 485 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,587 5.9 1,655 1.3 7,490 6.7 3,955 3.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 31,425 4.4 49,482 7.0 708,571 57,275 5.5 90,028 8.7 1,039,101
NON U.S. 20 15,704 2.2 48,789 6.9 94,750 9.1 51,693 5.0
---- --------- ---- --------- ---- --------- ---- --------- ----
28 47,129 6.6 98,271 13.9 152,025 14.6 141,721 13.7
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 12,450 6.3 10,150 5.1 197,148 15,200 4.7 7,900 2.4 326,001
NON U.S. 5 3,900 2.0 20,750 10.5 25,650 7.9 1,450 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 16,350 8.3 30,900 15.6 40,850 12.6 9,350 2.8
CBT 30-DAY FEDERAL FUNDS U.S. 4 2,275 1.0 2,450 1.1 227,800 16,550 2.4 16,225 2.3 702,911
NON U.S. 5 500 0.2 4,000 1.8 54,200 7.7 52,751 7.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 2,775 1.2 6,450 2.9 70,750 10.1 68,976 9.8
NYME CRUDE OIL, LIGHT SWEET U.S. 116,060 5.5 162,269 7.7 2,119,055 111,330 6.0 102,462 5.5 1,857,462
NON U.S. 28,380 1.3 50,295 2.4 44,329 2.4 27,883 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
14 144,440 6.8 212,564 10.1 155,659 8.4 130,345 7.0
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 43,949 13.9 36,117 11.4 316,742 12,487 9.0 2,585 1.9 138,045
NON U.S. 700 0.2 150 0.0 100 0.1 275 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 44,649 14.1 36,267 11.4 12,587 9.1 2,860 2.1
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 93,735 10.0 128,020 13.7 937,224 144,418 17.2 81,399 9.7 841,209
NON U.S. 9 30,272 3.2 83,714 8.9 93,469 11.1 42,227 5.0
---- --------- ---- --------- ---- --------- ---- --------- ----
13 124,007 13.2 211,734 22.6 237,887 28.3 123,626 14.7
NYME EUR STYLE BRENT OPTIONS U.S. 9,647 19.8 7,624 15.7 48,712 4,311 9.6 5,420 12.1 44,860
NON U.S. 500 1.0 1,350 2.8 250 0.6 300 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
6 10,147 20.8 8,974 18.5 4,561 10.2 5,720 12.8
NYME BRENT AVG PRICE OPTIONS U.S. 6,735 5.0 5,353 3.9 135,848 11,880 12.1 6,210 6.3 98,380
NON U.S. 6,225 4.6 3,315 2.4 5,635 5.7 5,500 5.6
---- --------- ---- --------- ---- --------- ---- --------- ----
6 12,960 9.6 8,668 6.3 17,515 17.8 11,710 11.9
CMX SILVER U.S. 2,649 2.5 6,185 5.9 105,341 5,340 6.7 2,459 3.1 79,919
NON U.S. 3,362 3.2 5,306 5.0 1,556 1.9 3,093 3.9
---- --------- ---- --------- ---- --------- ---- --------- ----
8 6,011 5.7 11,491 10.9 6,896 8.6 5,552 7.0
CMX GOLD U.S. 48,171 7.6 73,057 11.5 635,019 32,043 8.0 40,780 10.2 400,129
NON U.S. 15,281 2.4 42,325 6.7 14,506 3.6 20,218 5.1
---- --------- ---- --------- ---- --------- ---- --------- ----
10 63,452 10.0 115,382 18.2 46,549 11.6 60,998 15.3
CME EURO FX U.S. 1,667 1.9 964 1.1 85,884 7,675 5.6 341 0.3 136,232
NON U.S. 5,827 6.8 1,588 1.8 5,072 3.7 2,045 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,494 8.7 2,552 2.9 12,747 9.3 2,386 1.8
CME 3-MONTH EURODOLLARS U.S. 13 444,425 4.8 552,994 6.0 9,169,524 867,835 7.3 526,075 4.4 11,944,989
NON U.S. 31 327,048 3.6 460,360 5.0 662,415 5.5 603,490 5.1
---- --------- ---- --------- ---- --------- ---- --------- ----
44 771,473 8.4 1,013,354 11.0 1,530,250 12.8 1,129,565 9.5
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 573,027 0 0.0 0 0.0 916,248
NON U.S. 4,108 0.7 279 0.0 2,910 0.3 1,194 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,108 0.7 279 0.0 2,910 0.3 1,194 0.1