BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 3,087 1.8 3,886 2.2 173,437 4,052 3.0 1,814 1.4 132,930
NON U.S. 1,100 0.6 115 0.1 1,760 1.3 465 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,187 2.4 4,001 2.3 5,812 4.3 2,279 1.7
CBT CORN U.S. 20,252 1.8 17,533 1.6 1,101,086 23,085 2.3 18,624 1.9 990,695
NON U.S. 3,350 0.3 1,238 0.1 1,400 0.1 6,400 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 23,602 2.1 18,771 1.7 24,485 2.4 25,024 2.5
CBT U.S. TREASURY BONDS U.S. 6 7,970 2.7 11,315 3.9 292,472 6,470 2.9 10,865 4.8 225,619
NON U.S. 4 9,845 3.4 9,650 3.3 1,060 0.5 1,065 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
10 17,815 6.1 20,965 7.2 7,530 3.4 11,930 5.3
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3,205 4.2 1,780 2.3 76,220 3,080 3.8 3,705 4.6 80,359
NON U.S. 950 1.2 615 0.8 1,460 1.8 1,055 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,155 5.4 2,395 3.1 4,540 5.6 4,760 5.9
NYME HEATING OIL AVG PRICE OPTIONS U.S. 13,527 9.0 5,865 3.9 150,746 2,145 2.7 10,482 13.0 80,926
NON U.S. 3,330 2.2 2,310 1.5 1,830 2.3 1,665 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 16,857 11.2 8,175 5.4 3,975 5.0 12,147 15.1
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 295,808 8.6 343,104 10.0 3,426,627 159,921 6.7 147,530 6.2 2,386,586
NON U.S. 23,662 0.7 37,598 1.1 25,798 1.1 12,515 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 319,470 9.3 380,702 11.1 185,719 7.8 160,045 6.7
ICUS COTTON NO. 2 U.S. 10,432 5.2 6,502 3.2 201,400 5,167 3.6 4,247 3.0 141,924
NON U.S. 970 0.5 425 0.2 620 0.4 335 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
8 11,402 5.7 6,927 3.4 5,787 4.0 4,582 3.2
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 23,975 4.7 28,050 5.5 509,073 31,475 5.0 25,525 4.1 625,907
NON U.S. 8 3,365 0.7 3,575 0.7 12,950 2.1 13,010 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
14 27,340 5.4 31,625 6.2 44,425 7.1 38,535 6.2
CBT 5-YEAR U.S. TREASURY NOTES U.S. 35,537 15.0 700 0.3 237,514 26,550 9.7 700 0.3 274,403
NON U.S. 800 0.3 43,695 18.4 1,300 0.5 41,179 15.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 36,337 15.3 44,395 18.7 27,850 10.2 41,879 15.3
CBT 30-DAY FEDERAL FUNDS U.S. 2,000 0.9 5,645 2.4 233,128 20,900 3.3 20,075 3.2 635,685
NON U.S. 4,310 1.8 6,400 2.7 54,000 8.5 55,451 8.7
---- --------- ---- --------- ---- --------- ---- --------- ----
11 6,310 2.7 12,045 5.1 74,900 11.8 75,526 11.9
NYME CRUDE OIL, LIGHT SWEET U.S. 119,392 5.7 154,374 7.3 2,112,862 125,255 6.4 105,063 5.4 1,947,267
NON U.S. 32,385 1.5 49,851 2.4 52,122 2.7 35,499 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
15 151,777 7.2 204,225 9.7 177,377 9.1 140,562 7.2
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 33,873 12.0 35,817 12.7 281,712 13,592 10.0 4,235 3.1 136,418
NON U.S. 2,050 0.7 400 0.1 2,250 1.6 3,275 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
8 35,923 12.7 36,217 12.8 15,842 11.6 7,510 5.5
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 80,726 9.5 106,249 12.5 851,157 127,275 16.1 81,801 10.3 790,633
NON U.S. 9 35,110 4.1 83,038 9.8 85,628 10.8 57,446 7.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 115,836 13.6 189,287 22.3 212,903 26.9 139,247 17.6
NYME BRENT CRUDE OIL LAST DAY U.S. 950 9.7 180 1.8 9,768 30 0.2 295 1.6 18,261
NON U.S. 555 5.7 250 2.6 1,080 5.9 500 2.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,505 15.4 430 4.4 1,110 6.1 795 4.3
NYME EUR STYLE BRENT OPTIONS U.S. 11,217 16.5 11,197 16.5 67,957 3,421 5.9 4,990 8.6 58,090
NON U.S. 500 0.7 2,575 3.8 0 0.0 250 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 11,717 17.2 13,772 20.3 3,421 5.9 5,240 9.0
NYME BRENT AVG PRICE OPTIONS U.S. 5,259 3.9 6,253 4.6 136,566 13,980 11.8 7,020 5.9 118,770
NON U.S. 7,200 5.3 9,948 7.3 6,765 5.7 6,405 5.4
---- --------- ---- --------- ---- --------- ---- --------- ----
7 12,459 9.2 16,201 11.9 20,745 17.5 13,425 11.3
CMX SILVER U.S. 3,304 2.7 7,276 5.9 123,160 6,264 6.9 3,614 4.0 90,641
NON U.S. 3,345 2.7 5,446 4.4 1,870 2.1 4,209 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 6,649 5.4 12,722 10.3 8,134 9.0 7,823 8.6
CMX GOLD U.S. 65,858 8.5 70,395 9.1 776,775 46,157 8.9 53,413 10.3 517,848
NON U.S. 21,749 2.8 30,010 3.9 20,257 3.9 28,740 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
12 87,607 11.3 100,405 13.0 66,414 12.8 82,153 15.8
CME EURO FX U.S. 3,392 3.3 411 0.4 101,589 2,727 1.8 239 0.2 150,427
NON U.S. 5,901 5.8 1,687 1.7 4,004 2.7 3,300 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,293 9.1 2,098 2.1 6,731 4.5 3,539 2.4
CME 3-MONTH EURODOLLARS U.S. 14 381,843 3.9 389,600 4.0 9,718,734 558,173 5.2 318,476 3.0 10,689,825
NON U.S. 27 357,463 3.7 458,553 4.7 535,598 5.0 428,760 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
41 739,306 7.6 848,153 8.7 1,093,771 10.2 747,236 7.0
CME E-MINI S&P 500 STOCK INDEX U.S. 250 0.0 0 0.0 713,785 251 0.0 5,821 0.5 1,181,850
NON U.S. 2,190 0.3 308 0.0 390 0.0 1,945 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,440 0.3 308 0.0 641 0.0 7,766 0.7