BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 920 0.9 925 0.9 97,739 970 0.8 875 0.7 123,047
NON U.S. 757 0.8 350 0.4 620 0.5 100 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 1,677 1.7 1,275 1.3 1,590 1.3 975 0.8
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 234,904 8.4 326,381 11.7 2,786,589 198,117 9.1 141,539 6.5 2,183,725
NON U.S. 37,506 1.3 75,210 2.7 59,089 2.7 27,330 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
9 272,410 9.7 401,591 14.4 257,206 11.8 168,869 7.8
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 28,537 4.1 18,515 2.7 689,083 36,070 4.4 11,800 1.4 814,298
NON U.S. 7 5,950 0.9 4,400 0.6 16,150 2.0 6,400 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
15 34,487 5.0 22,915 3.3 52,220 6.4 18,200 2.2
CBT 30-DAY FEDERAL FUNDS U.S. 6 4,725 1.2 8,625 2.2 383,796 40,750 8.4 40,000 8.3 483,005
NON U.S. 7 2,000 0.5 50 0.0 15,580 3.2 8,830 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
13 6,725 1.7 8,675 2.2 56,330 11.6 48,830 10.1
NYME CRUDE OIL, LIGHT SWEET U.S. 101,321 4.7 138,610 6.4 2,152,132 122,341 5.9 121,350 5.9 2,066,318
NON U.S. 23,827 1.1 43,128 2.0 35,733 1.7 25,898 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
19 125,148 5.8 181,738 8.4 158,074 7.6 147,248 7.2
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 26,249 8.2 32,393 10.2 319,057 16,520 7.8 14,945 7.0 212,192
NON U.S. 450 0.1 350 0.1 150 0.1 200 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 26,699 8.3 32,743 10.3 16,670 7.9 15,145 7.1
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 95,560 9.9 114,265 11.8 969,301 67,982 9.2 74,803 10.1 738,835
NON U.S. 29,058 3.0 65,668 6.8 60,619 8.2 35,426 4.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 124,618 12.9 179,933 18.6 128,601 17.4 110,229 14.9
NYME BRENT AVG PRICE OPTIONS U.S. 4,350 7.0 6,490 10.4 62,152 2,700 9.1 2,550 8.6 29,560
NON U.S. 3,885 6.3 2,850 4.6 3,600 12.2 2,985 10.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 8,235 13.3 9,340 15.0 6,300 21.3 5,535 18.7
ICUS SUGAR NO. 11 U.S. 7,026 1.0 7,235 1.1 685,999 9,235 2.0 4,884 1.0 471,068
NON U.S. 2,940 0.4 1,960 0.3 1,250 0.3 1,100 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 9,966 1.4 9,195 1.4 10,485 2.3 5,984 1.2
CMX GOLD U.S. 19,769 5.0 20,422 5.2 393,276 10,106 3.6 11,052 4.0 279,612
NON U.S. 9,025 2.3 13,566 3.4 6,513 2.3 11,263 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
8 28,794 7.3 33,988 8.6 16,619 5.9 22,315 8.0
CME 3-MONTH EURODOLLARS U.S. 13 282,467 3.8 465,618 6.2 7,490,413 697,078 8.0 477,615 5.5 8,704,362
NON U.S. 26 448,028 6.0 484,424 6.5 528,350 6.1 545,077 6.3
---- --------- ---- --------- ---- --------- ---- --------- ----
39 730,495 9.8 950,042 12.7 1,225,428 14.1 1,022,692 11.8