BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 19,223 1.9 12,521 1.2 1,028,935 22,437 2.4 15,620 1.7 923,606
NON U.S. 1,912 0.2 1,194 0.1 1,795 0.2 5,030 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 21,135 2.1 13,715 1.3 24,232 2.6 20,650 2.2
CBT SOYBEANS U.S. 5,799 0.9 5,450 0.8 666,318 8,185 1.4 5,570 1.0 570,151
NON U.S. 790 0.1 1,734 0.3 890 0.2 620 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 6,589 1.0 7,184 1.1 9,075 1.6 6,190 1.1
CBT U.S. TREASURY BONDS U.S. 5 8,443 4.4 7,250 3.8 192,141 7,943 2.4 7,250 2.2 334,693
NON U.S. 4 6,000 3.1 12,105 6.3 4,166 1.2 8,150 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 14,443 7.5 19,355 10.1 12,109 3.6 15,400 4.6
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 298,651 8.3 339,974 9.4 3,606,565 167,721 7.1 137,199 5.8 2,348,068
NON U.S. 33,526 0.9 48,582 1.3 36,627 1.6 10,956 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 332,177 9.2 388,556 10.7 204,348 8.7 148,155 6.3
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 3,428 15.1 2,205 9.7 22,739 1,400 15.8 2,120 23.9 8,860
NON U.S. 0 0.0 448 2.0 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,428 15.1 2,653 11.7 1,400 15.8 2,120 23.9
ICUS COTTON NO. 2 U.S. 4,120 2.6 3,881 2.4 160,990 1,745 1.1 1,696 1.0 162,749
NON U.S. 1,065 0.7 535 0.3 291 0.2 285 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,185 3.3 4,416 2.7 2,036 1.3 1,981 1.2
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 12,550 2.4 27,440 5.3 513,695 34,628 3.5 33,425 3.4 982,193
NON U.S. 15 21,050 4.1 28,015 5.5 113,243 11.5 99,980 10.2
---- --------- ---- --------- ---- --------- ---- --------- ----
21 33,600 6.5 55,455 10.8 147,871 15.0 133,405 13.6
CBT 5-YEAR U.S. TREASURY NOTES U.S. 2,750 1.2 7,050 3.2 221,787 6,250 4.2 11,050 7.4 149,339
NON U.S. 0 0.0 17,000 7.7 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,750 1.2 24,050 10.9 6,250 4.2 11,050 7.4
NYME CRUDE OIL, LIGHT SWEET U.S. 142,499 6.7 170,174 7.9 2,142,462 93,993 6.2 75,812 5.0 1,526,050
NON U.S. 33,596 1.6 55,881 2.6 40,960 2.7 28,197 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
16 176,095 8.3 226,055 10.5 134,953 8.9 104,009 6.8
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 24,946 12.4 29,872 14.8 201,205 9,307 12.2 2,629 3.4 76,359
NON U.S. 900 0.4 940 0.5 470 0.6 200 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 25,846 12.8 30,812 15.3 9,777 12.8 2,829 3.7
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 59,068 9.6 86,200 14.0 614,981 94,033 17.4 54,287 10.1 539,178
NON U.S. 45,261 7.4 100,404 16.3 88,825 16.5 43,455 8.1
---- --------- ---- --------- ---- --------- ---- --------- ----
13 104,329 17.0 186,604 30.3 182,858 33.9 97,742 18.2
NYME BRENT AVG PRICE OPTIONS U.S. 21,515 11.1 22,692 11.7 193,172 26,265 14.9 15,321 8.7 176,246
NON U.S. 13,938 7.2 32,655 16.9 24,210 13.7 19,589 11.1
---- --------- ---- --------- ---- --------- ---- --------- ----
12 35,453 18.3 55,347 28.6 50,475 28.6 34,910 19.8
NYME PALLADIUM U.S. 100 1.8 0 0.0 5,559 300 17.7 50 2.9 1,698
NON U.S. 150 2.7 800 14.4 100 5.9 250 14.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 250 4.5 800 14.4 400 23.6 300 17.6
NYME PLATINUM U.S. 225 2.3 392 4.0 9,779 1,092 17.1 250 3.9 6,402
NON U.S. 675 6.9 725 7.4 200 3.1 1,125 17.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 900 9.2 1,117 11.4 1,292 20.2 1,375 21.5
ICUS SUGAR NO. 11 U.S. 2,805 1.2 7,620 3.4 227,154 2,465 1.6 4,045 2.6 154,914
NON U.S. 2,765 1.2 1,664 0.7 1,009 0.7 374 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,570 2.4 9,284 4.1 3,474 2.3 4,419 2.8
CMX SILVER U.S. 4,963 4.1 6,797 5.7 120,073 6,730 6.9 4,042 4.1 97,871
NON U.S. 5,316 4.4 11,654 9.7 4,754 4.9 12,978 13.3
---- --------- ---- --------- ---- --------- ---- --------- ----
9 10,279 8.5 18,451 15.4 11,484 11.8 17,020 17.4
CMX GOLD U.S. 69,894 8.4 63,434 7.6 836,769 37,801 8.6 51,379 11.7 439,454
NON U.S. 36,797 4.4 37,970 4.5 20,307 4.6 20,575 4.7
---- --------- ---- --------- ---- --------- ---- --------- ----
12 106,691 12.8 101,404 12.1 58,108 13.2 71,954 16.4
CME EURO FX U.S. 7,676 7.6 250 0.2 101,223 900 0.5 2,397 1.2 195,102
NON U.S. 5,748 5.7 570 0.6 6,743 3.5 1,439 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
7 13,424 13.3 820 0.8 7,643 4.0 3,836 1.9
CME 3-MONTH EURODOLLARS U.S. 9 273,825 4.9 291,732 5.3 5,554,850 262,725 3.8 333,450 4.8 6,908,625
NON U.S. 25 364,172 6.6 381,412 6.9 804,291 11.6 913,515 13.2
---- --------- ---- --------- ---- --------- ---- --------- ----
34 637,997 11.5 673,144 12.2 1,067,016 15.4 1,246,965 18.0
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 728,502 0 0.0 0 0.0 1,131,857
NON U.S. 10,925 1.5 1,855 0.3 7,967 0.7 8,387 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 10,925 1.5 1,855 0.3 7,967 0.7 8,387 0.7