BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 820 0.9 425 0.5 86,654 820 0.7 525 0.4 120,789
NON U.S. 757 0.9 350 0.4 620 0.5 160 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,577 1.8 775 0.9 1,440 1.2 685 0.5
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 226,756 8.3 335,279 12.3 2,716,425 210,089 9.8 148,448 6.9 2,137,941
NON U.S. 40,134 1.5 76,550 2.8 60,904 2.8 31,285 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 266,890 9.8 411,829 15.1 270,993 12.6 179,733 8.4
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 10,100 2.5 16,800 4.2 403,583 6,400 1.4 10,400 2.3 442,715
NON U.S. 7 6,150 1.5 4,026 1.0 12,200 2.8 2,069 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
14 16,250 4.0 20,826 5.2 18,600 4.2 12,469 2.8
CBT 30-DAY FEDERAL FUNDS U.S. 6 10,042 2.2 19,350 4.2 464,993 40,251 7.3 40,818 7.4 551,026
NON U.S. 7 36,000 7.7 750 0.2 9,000 1.6 7,000 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 46,042 9.9 20,100 4.4 49,251 8.9 47,818 8.7
NYME CRUDE OIL, LIGHT SWEET U.S. 92,514 4.4 141,067 6.7 2,106,216 125,343 6.1 123,840 6.0 2,058,800
NON U.S. 23,168 1.1 41,675 2.0 37,908 1.8 28,404 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
19 115,682 5.5 182,742 8.7 163,251 7.9 152,244 7.4
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 26,879 8.2 32,643 10.0 326,615 15,770 7.1 15,075 6.8 221,199
NON U.S. 1,550 0.5 1,600 0.5 1,250 0.6 1,450 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
8 28,429 8.7 34,243 10.5 17,020 7.7 16,525 7.5
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 95,198 9.7 113,291 11.5 986,126 66,033 8.8 75,711 10.1 750,387
NON U.S. 31,125 3.2 70,593 7.2 69,487 9.3 37,789 5.0
---- --------- ---- --------- ---- --------- ---- --------- ----
12 126,323 12.9 183,884 18.7 135,520 18.1 113,500 15.1
NYME BRENT AVG PRICE OPTIONS U.S. 6,675 9.8 8,532 12.6 67,984 3,521 10.3 5,575 16.3 34,161
NON U.S. 2,540 3.7 3,120 4.6 3,760 11.0 2,760 8.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,215 13.5 11,652 17.2 7,281 21.3 8,335 24.4
ICUS SUGAR NO. 11 U.S. 6,375 0.9 7,035 1.0 687,983 9,285 2.0 5,035 1.1 459,494
NON U.S. 2,940 0.4 1,860 0.3 1,250 0.3 1,100 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 9,315 1.3 8,895 1.3 10,535 2.3 6,135 1.3
CMX GOLD U.S. 17,344 5.0 19,017 5.5 348,168 6,641 2.8 10,077 4.2 240,291
NON U.S. 8,200 2.4 12,055 3.5 3,125 1.3 11,164 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 25,544 7.4 31,072 9.0 9,766 4.1 21,241 8.8
CME 3-MONTH EURODOLLARS U.S. 13 452,071 5.5 616,362 7.5 8,254,414 882,543 8.5 591,445 5.7 10,333,778
NON U.S. 36 540,215 6.5 570,885 6.9 701,345 6.8 746,174 7.2
---- --------- ---- --------- ---- --------- ---- --------- ----
49 992,286 12.0 1,187,247 14.4 1,583,888 15.3 1,337,619 12.9
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 315,869 0 0.0 0 0.0 455,282
NON U.S. 1,648 0.5 10 0.0 6,057 1.3 429 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 1,648 0.5 10 0.0 6,057 1.3 429 0.1