BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 15,226 1.5 11,197 1.1 1,019,256 22,187 2.3 15,281 1.6 957,873
NON U.S. 2,537 0.2 1,500 0.1 2,495 0.3 5,460 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 17,763 1.7 12,697 1.2 24,682 2.6 20,741 2.2
CBT SOYBEANS U.S. 2,545 0.6 4,509 1.1 426,477 4,893 1.5 3,092 1.0 324,300
NON U.S. 304 0.1 1,335 0.3 1,245 0.4 570 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,849 0.7 5,844 1.4 6,138 1.9 3,662 1.2
CBT U.S. TREASURY BONDS U.S. 6,725 3.3 14,667 7.2 204,995 20,958 7.4 5,750 2.0 283,220
NON U.S. 4,500 2.2 9,727 4.7 12,716 4.5 16,425 5.8
---- --------- ---- --------- ---- --------- ---- --------- ----
7 11,225 5.5 24,394 11.9 33,674 11.9 22,175 7.8
NYME HEATING OIL AVG PRICE OPTIONS U.S. 7,935 13.9 4,788 8.4 57,090 2,000 4.8 7,687 18.4 41,674
NON U.S. 1,186 2.1 200 0.4 1,790 4.3 1,225 2.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,121 16.0 4,988 8.8 3,790 9.1 8,912 21.3
IFED NATURAL GAS PENULTIMATE ICE U.S. 1,950,852 17.2 2,026,708 17.9 11,324,142 989,568 15.5 745,972 11.7 6,398,816
NON U.S. 71,400 0.6 81,664 0.7 56,324 0.9 29,588 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 2,022,252 17.8 2,108,372 18.6 1,045,892 16.4 775,560 12.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 289,744 8.3 329,996 9.5 3,478,657 160,106 7.5 135,034 6.3 2,145,758
NON U.S. 33,108 1.0 49,899 1.4 39,022 1.8 11,445 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 322,852 9.3 379,895 10.9 199,128 9.3 146,479 6.8
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 3,428 14.8 2,205 9.5 23,167 1,400 15.7 2,120 23.8 8,904
NON U.S. 0 0.0 460 2.0 0 0.0 44 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,428 14.8 2,665 11.5 1,400 15.7 2,164 24.3
ICUS COTTON NO. 2 U.S. 4,655 2.6 3,856 2.1 179,372 2,125 1.1 1,074 0.5 195,305
NON U.S. 1,065 0.6 535 0.3 291 0.1 285 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,720 3.2 4,391 2.4 2,416 1.2 1,359 0.6
CBT 2-YEAR U.S. TREASURY NOTES U.S. 10,750 4.5 15,100 6.4 236,401 7,300 5.5 1,000 0.8 132,481
NON U.S. 2,000 0.8 0 0.0 0 0.0 400 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 12,750 5.3 15,100 6.4 7,300 5.5 1,400 1.1
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 15,535 2.4 37,059 5.6 656,070 101,525 7.8 64,150 5.0 1,294,161
NON U.S. 19 20,625 3.1 71,055 10.8 229,468 17.7 112,705 8.7
---- --------- ---- --------- ---- --------- ---- --------- ----
27 36,160 5.5 108,114 16.4 330,993 25.5 176,855 13.7
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 3,200 0.9 8,650 2.4 361,640 8,050 2.5 9,300 2.9 320,395
NON U.S. 6 4,100 1.1 32,357 8.9 59,904 18.7 4,550 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
11 7,300 2.0 41,007 11.3 67,954 21.2 13,850 4.3
NYME CRUDE OIL, LIGHT SWEET U.S. 144,846 6.8 173,252 8.1 2,132,203 93,971 6.0 73,408 4.7 1,556,325
NON U.S. 35,650 1.7 56,151 2.6 41,680 2.7 29,770 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
17 180,496 8.5 229,403 10.7 135,651 8.7 103,178 6.6
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 25,024 12.8 29,992 15.3 195,621 9,460 12.3 2,542 3.3 76,783
NON U.S. 900 0.5 720 0.4 470 0.6 200 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 25,924 13.3 30,712 15.7 9,930 12.9 2,742 3.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 58,501 10.0 81,634 14.0 582,489 89,234 17.5 52,866 10.4 509,108
NON U.S. 44,128 7.6 95,468 16.4 83,873 16.5 43,760 8.6
---- --------- ---- --------- ---- --------- ---- --------- ----
14 102,629 17.6 177,102 30.4 173,107 34.0 96,626 19.0
NYME BRENT AVG PRICE OPTIONS U.S. 20,630 11.6 21,519 12.1 177,143 24,870 15.2 14,121 8.6 163,962
NON U.S. 13,272 7.5 31,041 17.5 21,855 13.3 17,977 11.0
---- --------- ---- --------- ---- --------- ---- --------- ----
12 33,902 19.1 52,560 29.6 46,725 28.5 32,098 19.6
NYME PALLADIUM U.S. 200 2.8 100 1.4 7,267 300 10.6 150 5.3 2,840
NON U.S. 130 1.8 1,000 13.8 100 3.5 200 7.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 330 4.6 1,100 15.2 400 14.1 350 12.3
NYME PLATINUM U.S. 1,250 9.5 1,109 8.4 13,191 1,434 19.6 1,556 21.3 7,308
NON U.S. 540 4.1 890 6.7 200 2.7 525 7.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,790 13.6 1,999 15.1 1,634 22.3 2,081 28.5
ICUS SUGAR NO. 11 U.S. 3,675 1.4 8,575 3.2 269,211 2,720 1.5 3,435 1.8 187,286
NON U.S. 2,615 1.0 1,414 0.5 1,040 0.6 374 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 6,290 2.4 9,989 3.7 3,760 2.1 3,809 2.0
ICUS COFFEE C U.S. 781 0.5 2,065 1.3 154,079 1,278 1.2 437 0.4 107,929
NON U.S. 808 0.5 935 0.6 128 0.1 338 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,589 1.0 3,000 1.9 1,406 1.3 775 0.7
CMX SILVER U.S. 5,025 3.8 8,433 6.5 130,669 8,953 7.6 5,226 4.5 117,295
NON U.S. 5,328 4.1 14,476 11.1 6,275 5.3 14,855 12.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 10,353 7.9 22,909 17.6 15,228 12.9 20,081 17.2
CMX GOLD U.S. 66,100 7.6 68,350 7.8 872,988 36,331 7.4 52,749 10.7 494,203
NON U.S. 37,412 4.3 42,852 4.9 22,741 4.6 22,627 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
14 103,512 11.9 111,202 12.7 59,072 12.0 75,376 15.3
CME EURO FX U.S. 6,384 5.9 500 0.5 107,891 1,600 1.0 2,365 1.5 152,636
NON U.S. 4,065 3.8 965 0.9 5,689 3.7 1,197 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
8 10,449 9.7 1,465 1.4 7,289 4.7 3,562 2.3
CME 3-MONTH EURODOLLARS U.S. 9 263,026 4.7 289,328 5.2 5,544,901 341,025 4.0 320,400 3.8 8,501,236
NON U.S. 26 365,672 6.6 422,593 7.6 1,049,041 12.3 1,032,145 12.1
---- --------- ---- --------- ---- --------- ---- --------- ----
35 628,698 11.3 711,921 12.8 1,390,066 16.3 1,352,545 15.9
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 904,209 0 0.0 0 0.0 1,292,323
NON U.S. 15,111 1.7 2,600 0.3 6,382 0.5 10,797 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 15,111 1.7 2,600 0.3 6,382 0.5 10,797 0.8