BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1 920 0.5 1,665 1.0 168,425 170 0.1 1,420 0.9 152,943
NON U.S. 9 23,503 14.0 1,690 1.0 17,803 11.6 2,810 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 24,423 14.5 3,355 2.0 17,973 11.7 4,230 2.7
CBT CORN U.S. 1 1,775 0.3 2,025 0.3 653,184 175 0.0 1,975 0.3 571,433
NON U.S. 8 71,090 10.9 23,080 3.5 64,124 11.2 17,379 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 72,865 11.2 25,105 3.8 64,299 11.2 19,354 3.3
CBT SOYBEANS U.S. 1 700 0.3 50 0.0 258,253 450 0.2 100 0.0 221,801
NON U.S. 7 1,842 0.7 725 0.3 1,731 0.8 25 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
8 2,542 1.0 775 0.3 2,181 1.0 125 0.0
CBT U.S. TREASURY BONDS U.S. 2 1,516 0.5 0 0.0 304,499 0 0.0 200 0.1 176,142
NON U.S. 5 9,800 3.2 11,250 3.7 3,400 1.9 3,750 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 11,316 3.7 11,250 3.7 3,400 1.9 3,950 2.2
NYME HEATING OIL AVG PRICE OPTIONS U.S. 2 4,590 4.8 5,390 5.6 96,397 5,205 7.4 3,960 5.6 70,413
NON U.S. 3 13,650 14.2 9,240 9.6 4,047 5.7 6,630 9.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 18,240 19.0 14,630 15.2 9,252 13.1 10,590 15.0
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 201,910 6.2 247,902 7.6 3,273,296 215,450 7.5 182,698 6.4 2,860,414
NON U.S. 7 180,792 5.5 412,901 12.6 165,631 5.8 367,178 12.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 382,702 11.7 660,803 20.2 381,081 13.3 549,876 19.2
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 3,491 0.4 19,034 2.1 893,037 10,500 1.3 12,200 1.6 780,211
NON U.S. 18 126,217 14.1 117,071 13.1 74,590 9.6 38,876 5.0
---- --------- ---- --------- ---- --------- ---- --------- ----
23 129,708 14.5 136,105 15.2 85,090 10.9 51,076 6.6
CBT 30-DAY FEDERAL FUNDS U.S. 3 5,600 2.6 700 0.3 218,703 1,500 1.5 1,000 1.0 102,924
NON U.S. 3 14,720 6.7 5,475 2.5 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 20,320 9.3 6,175 2.8 1,500 1.5 1,000 1.0
NYME CRUDE OIL, LIGHT SWEET U.S. 3 96,858 4.2 125,325 5.4 2,304,293 124,148 5.7 119,917 5.5 2,179,660
NON U.S. 18 312,386 13.6 415,028 18.0 347,907 16.0 280,438 12.9
---- --------- ---- --------- ---- --------- ---- --------- ----
21 409,244 17.8 540,353 23.4 472,055 21.7 400,355 18.4
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 12,664 3.5 33,174 9.2 359,930 28,020 10.3 24,995 9.1 273,331
NON U.S. 8 57,621 16.0 66,041 18.3 35,754 13.1 28,110 10.3
---- --------- ---- --------- ---- --------- ---- --------- ----
11 70,285 19.5 99,215 27.5 63,774 23.4 53,105 19.4
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 78,494 9.5 87,279 10.6 827,261 45,590 8.0 53,091 9.3 572,371
NON U.S. 10 204,134 24.7 182,252 22.0 165,321 28.9 161,404 28.2
---- --------- ---- --------- ---- --------- ---- --------- ----
13 282,628 34.2 269,531 32.6 210,911 36.9 214,495 37.5
NYME BRENT AVG PRICE OPTIONS U.S. 2 4,020 5.1 13,798 17.5 79,028 2,700 9.2 2,700 9.2 29,305
NON U.S. 3 11,240 14.2 5,010 6.3 2,055 7.0 2,510 8.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 15,260 19.3 18,808 23.8 4,755 16.2 5,210 17.8
ICUS SUGAR NO. 11 U.S. 1 5,772 1.2 2,940 0.6 486,111 4,415 1.3 8,650 2.6 337,607
NON U.S. 6 19,454 4.0 17,750 3.7 8,580 2.5 18,350 5.4
---- --------- ---- --------- ---- --------- ---- --------- ----
7 25,226 5.2 20,690 4.3 12,995 3.8 27,000 8.0
CMX SILVER U.S. 1 1,850 2.7 2,170 3.2 67,795 1,257 3.5 1,807 5.0 36,392
NON U.S. 6 5,869 8.7 6,671 9.8 2,973 8.2 3,495 9.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 7,719 11.4 8,841 13.0 4,230 11.7 5,302 14.6
CMX GOLD U.S. 1 28,888 8.5 41,001 12.1 338,791 8,510 5.0 9,152 5.3 171,577
NON U.S. 11 29,310 8.7 44,111 13.0 17,134 10.0 36,507 21.3
---- --------- ---- --------- ---- --------- ---- --------- ----
12 58,198 17.2 85,112 25.1 25,644 15.0 45,659 26.6
CME EURO FX U.S. 2 0 0.0 2,500 5.7 44,164 0 0.0 4,500 6.4 70,240
NON U.S. 4 5,689 12.9 1,961 4.4 2,384 3.4 5,698 8.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 5,689 12.9 4,461 10.1 2,384 3.4 10,198 14.5
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 665 1.0 220 0.3 69,188 450 1.5 500 1.6 30,789
NON U.S. 3 1,875 2.7 1,477 2.1 875 2.8 727 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,540 3.7 1,697 2.4 1,325 4.3 1,227 4.0
CME 3-MONTH EURODOLLARS U.S. 7 260,301 3.0 278,750 3.2 8,726,771 181,589 3.5 114,055 2.2 5,241,770
NON U.S. 30 1,560,797 17.9 1,697,460 19.5 717,278 13.7 654,112 12.5
---- --------- ---- --------- ---- --------- ---- --------- ----
37 1,821,098 20.9 1,976,210 22.7 898,867 17.2 768,167 14.7
CME E-MINI S&P 500 STOCK INDEX NON U.S. 5 1,480 0.4 0 0.0 347,365 200 0.0 1,610 0.3 503,173