BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 9,865 6.2 3,395 2.1 159,837 4,052 3.0 2,724 2.0 135,623
NON U.S. 650 0.4 778 0.5 500 0.4 110 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 10,515 6.6 4,173 2.6 4,552 3.4 2,834 2.1
CBT CORN U.S. 17,093 2.2 8,351 1.1 766,777 20,140 2.5 13,663 1.7 793,840
NON U.S. 1,280 0.2 955 0.1 955 0.1 5,005 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 18,373 2.4 9,306 1.2 21,095 2.6 18,668 2.3
CBT U.S. TREASURY BONDS U.S. 14,935 6.3 10,270 4.3 237,449 12,120 6.5 8,590 4.6 186,097
NON U.S. 4,050 1.7 9,500 4.0 5,925 3.2 11,250 6.0
---- --------- ---- --------- ---- --------- ---- --------- ----
8 18,985 8.0 19,770 8.3 18,045 9.7 19,840 10.6
NYME HEATING OIL AVG PRICE OPTIONS U.S. 10,095 13.5 5,202 7.0 74,830 837 1.6 8,727 16.7 52,381
NON U.S. 1,934 2.6 1,073 1.4 50 0.1 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 12,029 16.1 6,275 8.4 887 1.7 8,727 16.7
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 317,305 7.6 377,416 9.0 4,184,315 195,326 6.4 164,134 5.4 3,056,044
NON U.S. 36,187 0.9 47,712 1.1 33,160 1.1 14,331 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
10 353,492 8.5 425,128 10.1 228,486 7.5 178,465 5.9
ICUS COTTON NO. 2 U.S. 3,940 3.3 2,260 1.9 118,101 1,195 1.0 1,215 1.0 120,934
NON U.S. 1,065 0.9 435 0.4 391 0.3 235 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,005 4.2 2,695 2.3 1,586 1.3 1,450 1.2
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 15,975 2.7 33,607 5.7 588,881 64,608 7.2 70,640 7.9 897,358
NON U.S. 15 17,150 2.9 15,807 2.7 93,850 10.5 107,306 12.0
---- --------- ---- --------- ---- --------- ---- --------- ----
21 33,125 5.6 49,414 8.4 158,458 17.7 177,946 19.9
CBT 5-YEAR U.S. TREASURY NOTES U.S. 2,500 1.8 2,000 1.4 141,467 4,000 2.2 0 0.0 184,642
NON U.S. 3,925 2.8 3,400 2.4 2,250 1.2 25,700 13.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 6,425 4.6 5,400 3.8 6,250 3.4 25,700 13.9
NYME CRUDE OIL, LIGHT SWEET U.S. 134,820 6.6 154,483 7.6 2,032,331 91,950 6.2 79,622 5.4 1,482,656
NON U.S. 36,004 1.8 49,716 2.4 40,004 2.7 27,291 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
17 170,824 8.4 204,199 10.0 131,954 8.9 106,913 7.2
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 24,786 12.5 27,957 14.1 198,920 6,922 9.8 2,550 3.6 70,579
NON U.S. 550 0.3 400 0.2 100 0.1 150 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 25,336 12.8 28,357 14.3 7,022 9.9 2,700 3.8
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 57,922 8.9 78,823 12.2 647,175 98,837 16.3 60,027 9.9 608,037
NON U.S. 49,917 7.7 94,205 14.6 91,186 15.0 53,737 8.8
---- --------- ---- --------- ---- --------- ---- --------- ----
13 107,839 16.6 173,028 26.8 190,023 31.3 113,764 18.7
NYME EUR STYLE BRENT OPTIONS U.S. 7,574 9.6 9,629 12.2 78,892 1,850 4.6 7,032 17.4 40,488
NON U.S. 500 0.6 1,025 1.3 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 8,074 10.2 10,654 13.5 1,850 4.6 7,032 17.4
NYME BRENT AVG PRICE OPTIONS U.S. 12,485 6.0 21,296 10.2 208,607 22,135 11.7 12,598 6.7 188,716
NON U.S. 16,422 7.9 33,537 16.1 18,135 9.6 18,695 9.9
---- --------- ---- --------- ---- --------- ---- --------- ----
11 28,907 13.9 54,833 26.3 40,270 21.3 31,293 16.6
NYME PALLADIUM U.S. 800 11.1 500 7.0 7,185 300 7.2 0 0.0 4,180
NON U.S. 350 4.9 300 4.2 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,150 16.0 800 11.2 300 7.2 0 0.0
NYME PLATINUM U.S. 400 6.9 300 5.2 5,794 50 2.9 0 0.0 1,699
NON U.S. 200 3.5 200 3.5 0 0.0 50 2.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 600 10.4 500 8.7 50 2.9 50 2.9
ICUS SUGAR NO. 11 U.S. 3,180 1.5 5,060 2.4 215,063 4,190 2.1 7,160 3.5 204,039
NON U.S. 2,580 1.2 824 0.4 1,355 0.7 224 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,760 2.7 5,884 2.8 5,545 2.8 7,384 3.6
CMX SILVER U.S. 4,343 4.4 5,145 5.2 99,667 4,810 6.4 2,962 3.9 75,281
NON U.S. 4,723 4.7 7,727 7.8 3,709 4.9 10,792 14.3
---- --------- ---- --------- ---- --------- ---- --------- ----
8 9,066 9.1 12,872 13.0 8,519 11.3 13,754 18.2
CMX GOLD U.S. 78,199 9.6 75,275 9.3 811,746 32,517 7.1 56,486 12.4 457,067
NON U.S. 32,358 4.0 38,258 4.7 21,192 4.6 24,937 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
12 110,557 13.6 113,533 14.0 53,709 11.7 81,423 17.9
CME 3-MONTH EURODOLLARS U.S. 10 252,150 4.2 291,910 4.8 6,050,705 440,160 4.9 530,150 5.9 8,939,623
NON U.S. 26 325,357 5.4 337,590 5.6 872,529 9.8 1,000,567 11.2
---- --------- ---- --------- ---- --------- ---- --------- ----
36 577,507 9.6 629,500 10.4 1,312,689 14.7 1,530,717 17.1
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 746,116 0 0.0 0 0.0 1,222,747
NON U.S. 17,781 2.4 4,810 0.6 8,015 0.7 3,865 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
10 17,781 2.4 4,810 0.6 8,015 0.7 3,865 0.3