BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 2,260 1.7 1,250 0.9 131,675 1,640 1.3 1,375 1.1 130,662
NON U.S. 2,468 1.9 530 0.4 2,536 1.9 290 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 4,728 3.6 1,780 1.3 4,176 3.2 1,665 1.3
CBT CORN U.S. 4,340 0.8 3,279 0.6 530,979 2,510 0.6 3,477 0.8 435,032
NON U.S. 28,651 5.4 125 0.0 34,509 7.9 50 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 32,991 6.2 3,404 0.6 37,019 8.5 3,527 0.8
CBT U.S. TREASURY BONDS U.S. 1,400 0.8 2,800 1.7 166,974 1,800 1.0 1,875 1.0 181,114
NON U.S. 300 0.2 600 0.4 400 0.2 650 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
8 1,700 1.0 3,400 2.1 2,200 1.2 2,525 1.4
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 252,930 8.8 336,494 11.7 2,882,017 211,730 9.4 148,815 6.6 2,251,376
NON U.S. 37,323 1.3 80,135 2.8 66,056 2.9 25,267 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
10 290,253 10.1 416,629 14.5 277,786 12.3 174,082 7.7
CBT 10-YEAR U.S. TREASURY NOTES U.S. 9 26,165 3.6 31,750 4.4 724,820 49,250 5.4 43,400 4.7 918,347
NON U.S. 13 6,240 0.9 11,375 1.6 61,176 6.7 24,375 2.7
---- --------- ---- --------- ---- --------- ---- --------- ----
22 32,405 4.5 43,125 6.0 110,426 12.1 67,775 7.4
CBT 5-YEAR U.S. TREASURY NOTES U.S. 0 0.0 0 0.0 53,609 200 0.1 0 0.0 205,011
NON U.S. 3,000 5.6 1,100 2.1 64,620 31.5 47,000 22.9
---- --------- ---- --------- ---- --------- ---- --------- ----
8 3,000 5.6 1,100 2.1 64,820 31.6 47,000 22.9
CBT 30-DAY FEDERAL FUNDS U.S. 8 4,525 1.2 8,373 2.1 393,013 47,174 8.3 43,824 7.7 569,052
NON U.S. 6 6,480 1.6 2,350 0.6 15,898 2.8 15,398 2.7
---- --------- ---- --------- ---- --------- ---- --------- ----
14 11,005 2.8 10,723 2.7 63,072 11.1 59,222 10.4
NYME CRUDE OIL, LIGHT SWEET U.S. 100,192 4.3 151,822 6.6 2,312,251 136,211 6.4 129,820 6.1 2,139,899
NON U.S. 26,885 1.2 44,918 1.9 39,762 1.9 28,398 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
20 127,077 5.5 196,740 8.5 175,973 8.3 158,218 7.4
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 26,899 8.3 31,518 9.8 322,455 16,470 7.5 16,320 7.4 219,179
NON U.S. 700 0.2 700 0.2 1,400 0.6 1,450 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
8 27,599 8.5 32,218 10.0 17,870 8.1 17,770 8.1
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 97,561 9.4 114,768 11.1 1,034,852 76,714 9.8 80,304 10.3 782,526
NON U.S. 32,246 3.1 74,816 7.2 72,898 9.3 41,469 5.3
---- --------- ---- --------- ---- --------- ---- --------- ----
11 129,807 12.5 189,584 18.3 149,612 19.1 121,773 15.6
NYME BRENT AVG PRICE OPTIONS U.S. 3,905 6.3 5,945 9.6 61,865 2,550 9.2 2,380 8.6 27,710
NON U.S. 5,530 8.9 3,600 5.8 3,675 13.3 2,880 10.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 9,435 15.2 9,545 15.4 6,225 22.5 5,260 19.0
ICUS SUGAR NO. 11 U.S. 7,026 1.0 7,229 1.0 712,193 11,840 2.1 4,884 0.9 557,754
NON U.S. 3,055 0.4 3,470 0.5 2,030 0.4 1,670 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 10,081 1.4 10,699 1.5 13,870 2.5 6,554 1.2
CMX GOLD U.S. 20,946 5.6 22,533 6.0 375,448 10,186 3.8 8,767 3.2 270,033
NON U.S. 7,116 1.9 12,280 3.3 3,735 1.4 11,695 4.3
---- --------- ---- --------- ---- --------- ---- --------- ----
7 28,062 7.5 34,813 9.3 13,921 5.2 20,462 7.5
CME 3-MONTH EURODOLLARS U.S. 13 315,653 3.7 478,969 5.6 8,479,515 783,271 8.3 518,400 5.5 9,483,300
NON U.S. 29 473,704 5.6 563,963 6.7 593,847 6.3 618,445 6.5
---- --------- ---- --------- ---- --------- ---- --------- ----
42 789,357 9.3 1,042,932 12.3 1,377,118 14.6 1,136,845 12.0