BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 2,968 2.3 128 0.1 127,554 2,350 2.3 100 0.1 102,922
NON U.S. 850 0.7 875 0.7 850 0.8 35 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,818 3.0 1,003 0.8 3,200 3.1 135 0.1
CBT CORN U.S. 16,074 2.5 3,814 0.6 652,535 10,505 1.9 6,254 1.1 558,266
NON U.S. 1,785 0.3 305 0.0 2,235 0.4 6,305 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 17,859 2.8 4,119 0.6 12,740 2.3 12,559 2.2
CBT U.S. TREASURY BONDS U.S. 4 2,090 0.9 8,210 3.4 239,251 10,642 3.9 9,435 3.4 275,459
NON U.S. 6 6,999 2.9 10,932 4.6 7,277 2.6 9,405 3.4
---- --------- ---- --------- ---- --------- ---- --------- ----
10 9,089 3.8 19,142 8.0 17,919 6.5 18,840 6.8
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 318,615 7.6 400,532 9.5 4,206,394 202,634 6.2 155,399 4.8 3,247,546
NON U.S. 31,091 0.7 45,595 1.1 26,730 0.8 12,757 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
10 349,706 8.3 446,127 10.6 229,364 7.0 168,156 5.2
ICUS COTTON NO. 2 U.S. 3,790 3.3 4,609 4.0 114,318 940 1.0 1,420 1.5 92,493
NON U.S. 1,315 1.2 150 0.1 765 0.8 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,105 4.5 4,759 4.1 1,705 1.8 1,420 1.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 15,900 3.1 11,500 2.2 513,176 67,175 7.5 36,750 4.1 901,370
NON U.S. 13 5,300 1.0 37,914 7.4 72,150 8.0 39,902 4.4
---- --------- ---- --------- ---- --------- ---- --------- ----
19 21,200 4.1 49,414 9.6 139,325 15.5 76,652 8.5
CBT 5-YEAR U.S. TREASURY NOTES U.S. 2,000 1.1 6,075 3.4 179,341 13,750 7.9 1,575 0.9 175,031
NON U.S. 1,800 1.0 3,650 2.0 12,000 6.9 12,600 7.2
---- --------- ---- --------- ---- --------- ---- --------- ----
8 3,800 2.1 9,725 5.4 25,750 14.8 14,175 8.1
CBT 30-DAY FEDERAL FUNDS U.S. 2,000 2.4 2,000 2.4 83,719 1,000 0.5 2,000 1.1 182,739
NON U.S. 2,600 3.1 500 0.6 19,950 10.9 14,450 7.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 4,600 5.5 2,500 3.0 20,950 11.4 16,450 9.0
NYME CRUDE OIL, LIGHT SWEET U.S. 125,653 6.5 157,216 8.1 1,946,788 92,250 6.3 88,642 6.0 1,467,244
NON U.S. 32,976 1.7 51,405 2.6 49,170 3.4 34,467 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
17 158,629 8.2 208,621 10.7 141,420 9.7 123,109 8.3
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 26,175 12.8 28,982 14.1 205,251 7,032 8.9 3,118 4.0 78,771
NON U.S. 550 0.3 400 0.2 0 0.0 200 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 26,725 13.1 29,382 14.3 7,032 8.9 3,318 4.3
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 64,360 8.7 90,040 12.2 738,181 109,037 16.2 69,676 10.3 673,335
NON U.S. 56,312 7.6 106,797 14.5 98,007 14.6 65,828 9.8
---- --------- ---- --------- ---- --------- ---- --------- ----
13 120,672 16.3 196,837 26.7 207,044 30.8 135,504 20.1
NYME EUR STYLE BRENT OPTIONS U.S. 8,874 11.2 8,004 10.1 78,940 4,650 10.2 4,470 9.8 45,558
NON U.S. 2,290 2.9 775 1.0 2,785 6.1 200 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 11,164 14.1 8,779 11.1 7,435 16.3 4,670 10.2
NYME BRENT AVG PRICE OPTIONS U.S. 7,222 4.0 12,203 6.8 179,078 19,415 13.5 12,443 8.6 144,314
NON U.S. 13,761 7.7 32,773 18.3 15,865 11.0 12,530 8.7
---- --------- ---- --------- ---- --------- ---- --------- ----
11 20,983 11.7 44,976 25.1 35,280 24.5 24,973 17.3
CMX SILVER U.S. 2,642 2.2 4,614 3.8 121,222 5,033 7.3 3,111 4.5 69,203
NON U.S. 4,684 3.9 8,349 6.9 3,892 5.6 5,483 7.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 7,326 6.1 12,963 10.7 8,925 12.9 8,594 12.4
CMX GOLD U.S. 53,187 7.0 53,047 7.0 762,896 40,891 9.1 42,689 9.5 449,277
NON U.S. 24,791 3.2 29,764 3.9 26,171 5.8 28,039 6.2
---- --------- ---- --------- ---- --------- ---- --------- ----
12 77,978 10.2 82,811 10.9 67,062 14.9 70,728 15.7
CME EURO FX U.S. 2,327 2.0 360 0.3 114,522 4,252 2.2 2,500 1.3 193,560
NON U.S. 3,272 2.9 1,655 1.4 5,045 2.6 3,157 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 5,599 4.9 2,015 1.7 9,297 4.8 5,657 2.9
CME 3-MONTH EURODOLLARS U.S. 13 312,058 3.8 317,329 3.9 8,129,869 508,045 4.0 435,221 3.5 12,561,163
NON U.S. 30 359,704 4.4 437,678 5.4 754,514 6.0 759,016 6.0
---- --------- ---- --------- ---- --------- ---- --------- ----
43 671,762 8.2 755,007 9.3 1,262,559 10.0 1,194,237 9.5
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 596,386 0 0.0 0 0.0 1,140,910
NON U.S. 11,900 2.0 6,272 1.1 4,778 0.4 6,015 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 11,900 2.0 6,272 1.1 4,778 0.4 6,015 0.5