BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1 0 0.0 200 0.1 189,102 0 0.0 200 0.1 229,548
NON U.S. 9 12,789 6.8 1,586 0.8 17,458 7.6 1,832 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 12,789 6.8 1,786 0.9 17,458 7.6 2,032 0.9
CBT CORN U.S. 2 508 0.1 207 0.0 996,812 0 0.0 200 0.0 802,886
NON U.S. 9 66,205 6.6 2,723 0.3 66,232 8.2 3,933 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
11 66,713 6.7 2,930 0.3 66,232 8.2 4,133 0.5
CBT SOYBEANS U.S. 1 500 0.1 0 0.0 400,357 0 0.0 0 0.0 339,407
NON U.S. 8 2,559 0.6 1,920 0.5 1,296 0.4 1,297 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 3,059 0.7 1,920 0.5 1,296 0.4 1,297 0.4
CBT U.S. TREASURY BONDS U.S. 2 3,154 0.7 3,700 0.9 432,956 7,476 1.7 4,164 0.9 440,174
NON U.S. 10 0 0.0 2,700 0.6 18,586 4.2 10,086 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
12 3,154 0.7 6,400 1.5 26,062 5.9 14,250 3.2
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 250 0.6 0 0.0 40,890 250 0.6 0 0.0 44,119
NON U.S. 3 2,773 6.8 1,158 2.8 3,708 8.4 2,648 6.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,023 7.4 1,158 2.8 3,958 9.0 2,648 6.0
NYME NATURAL GAS U.S. 2 3,245 0.6 3,405 0.7 518,873 8,620 1.8 880 0.2 475,144
NON U.S. 5 316,970 61.1 2,510 0.5 318,080 66.9 510 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 320,215 61.7 5,915 1.2 326,700 68.7 1,390 0.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 6 122,821 4.0 142,810 4.7 3,036,814 141,877 5.0 163,211 5.8 2,833,174
NON U.S. 7 213,615 7.0 555,631 18.3 222,046 7.8 477,437 16.9
---- --------- ---- --------- ---- --------- ---- --------- ----
13 336,436 11.0 698,441 23.0 363,923 12.8 640,648 22.7
CBT 2-YEAR U.S. TREASURY NOTES U.S. 3 5,500 3.5 8,850 5.6 157,712 500 2.5 1,000 4.9 20,217
NON U.S. 5 2,750 1.7 16,612 10.5 1,250 6.2 500 2.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 8,250 5.2 25,462 16.1 1,750 8.7 1,500 7.4
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 87,463 6.7 69,575 5.3 1,311,348 150,903 10.5 30,003 2.1 1,440,817
NON U.S. 21 32,018 2.4 19,459 1.5 62,957 4.4 22,831 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
29 119,481 9.1 89,034 6.8 213,860 14.9 52,834 3.7
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 139,788 21.2 28,875 4.4 659,772 6,800 2.2 16,344 5.3 309,858
NON U.S. 8 2,433 0.4 19,490 3.0 3,800 1.2 1,106 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
13 142,221 21.6 48,365 7.4 10,600 3.4 17,450 5.7
CBT 30-DAY FEDERAL FUNDS U.S. 3 4,110 3.2 2,235 1.8 126,686 13,264 10.7 14,000 11.3 123,593
NON U.S. 9 10,200 8.1 3,800 3.0 13,175 10.7 4,900 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
12 14,310 11.3 6,035 4.8 26,439 21.4 18,900 15.3
NYME PJM ELECTRICITY MONTHLY U.S. 2 4,560 7.0 80 0.1 65,308 1,680 2.2 440 0.6 75,720
NON U.S. 3 7,140 10.9 7,280 11.1 8,880 11.7 6,520 8.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,700 17.9 7,360 11.2 10,560 13.9 6,960 9.2
NYME CRUDE OIL, LIGHT SWEET U.S. 4 84,139 4.4 101,313 5.4 1,892,342 143,732 5.2 144,164 5.2 2,749,995
NON U.S. 12 149,467 7.9 183,691 9.7 243,688 8.9 207,580 7.5
---- --------- ---- --------- ---- --------- ---- --------- ----
16 233,606 12.3 285,004 15.1 387,420 14.1 351,744 12.7
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 25,837 5.5 43,040 9.2 466,287 45,431 9.5 48,240 10.1 478,639
NON U.S. 8 33,954 7.3 35,562 7.6 24,028 5.0 28,350 5.9
---- --------- ---- --------- ---- --------- ---- --------- ----
13 59,791 12.8 78,602 16.8 69,459 14.5 76,590 16.0
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 24,725 7.1 37,975 10.9 348,256 37,884 10.3 21,912 5.9 368,617
NON U.S. 9 47,337 13.6 70,405 20.2 74,239 20.1 45,849 12.4
---- --------- ---- --------- ---- --------- ---- --------- ----
13 72,062 20.7 108,380 31.1 112,123 30.4 67,761 18.3
NYBT SUGAR NO. 11 U.S. 1 4,149 0.7 11,890 1.9 637,175 650 0.1 15,260 3.1 496,854
NON U.S. 6 11,845 1.9 8,445 1.3 5,901 1.2 8,190 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 15,994 2.6 20,335 3.2 6,551 1.3 23,450 4.7
CMX SILVER U.S. 1 2,629 2.8 3,639 3.8 94,793 5,250 7.5 1,680 2.4 69,674
NON U.S. 6 8,306 8.8 8,972 9.5 4,515 6.5 7,623 10.9
---- --------- ---- --------- ---- --------- ---- --------- ----
7 10,935 11.6 12,611 13.3 9,765 14.0 9,303 13.3
CMX GOLD U.S. 1 16,614 6.4 26,500 10.3 258,262 13,611 8.0 12,496 7.3 170,364
NON U.S. 6 41,306 16.0 38,878 15.1 23,044 13.5 30,828 18.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 57,920 22.4 65,378 25.4 36,655 21.5 43,324 25.4
CME 3-MONTH EURODOLLARS U.S. 9 251,988 2.3 189,409 1.7 11,141,291 128,645 1.6 204,981 2.5 8,247,420
NON U.S. 41 1,303,537 11.7 913,803 8.2 904,947 11.0 858,534 10.4
---- --------- ---- --------- ---- --------- ---- --------- ----
50 1,555,525 14.0 1,103,212 9.9 1,033,592 12.6 1,063,515 12.9
CME S&P 500 STOCK INDEX U.S. 1 70 0.0 0 0.0 247,729 200 0.0 0 0.0 506,604
NON U.S. 4 47 0.0 0 0.0 813 0.2 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 117 0.0 0 0.0 1,013 0.2 0 0.0
CME E-MINI S&P 500 STOCK INDEX U.S. 1 0 0.0 1,500 0.5 278,888 0 0.0 0 0.0 478,053
NON U.S. 5 1,600 0.6 105 0.0 5,220 1.1 1,355 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 1,600 0.6 1,605 0.5 5,220 1.1 1,355 0.3