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 1,040 0.8 1,270 1.0 132,408 790 0.7 1,020 0.9 113,076
NON U.S. 5 1,082 0.8 690 0.5 11,978 10.6 290 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,122 1.6 1,960 1.5 12,768 11.3 1,310 1.2
CBT CORN U.S. 2 3,402 0.5 2,751 0.4 620,184 1,150 0.2 1,642 0.3 499,526
NON U.S. 6 24,209 3.9 11,151 1.8 49,423 9.9 13,065 2.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 27,611 4.4 13,902 2.2 50,573 10.1 14,707 2.9
CBT SOYBEANS U.S. 1 3,300 1.0 1,925 0.6 328,412 1,000 0.5 965 0.5 211,319
NON U.S. 5 1,005 0.3 650 0.2 555 0.3 150 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 4,305 1.3 2,575 0.8 1,555 0.8 1,115 0.6
CBT U.S. TREASURY BONDS U.S. 3 3,355 1.7 0 0.0 194,951 1,855 1.5 300 0.2 124,170
NON U.S. 2 2,700 1.4 2,200 1.1 200 0.2 200 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 6,055 3.1 2,200 1.1 2,055 1.7 500 0.4
NYME HEATING OIL AVG PRICE OPTIONS U.S. 3 9,530 8.4 8,565 7.5 113,996 7,095 7.2 7,920 8.0 98,392
NON U.S. 2 1,761 1.5 600 0.5 180 0.2 299 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,291 9.9 9,165 8.0 7,275 7.4 8,219 8.3
NYME NATURAL GAS U.S. 1 4,110 1.4 1,125 0.4 293,057 475 0.2 1,760 0.6 278,680
NON U.S. 6 9,950 3.4 2,690 0.9 9,700 3.5 1,636 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 14,060 4.8 3,815 1.3 10,175 3.7 3,396 1.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 228,176 7.6 277,602 9.2 3,013,293 211,178 7.9 176,088 6.6 2,684,677
NON U.S. 7 124,895 4.1 146,373 4.9 121,416 4.5 99,571 3.7
---- --------- ---- --------- ---- --------- ---- --------- ----
10 353,071 11.7 423,975 14.1 332,594 12.4 275,659 10.3
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 30,775 4.4 30,650 4.4 692,633 19,875 3.9 4,900 1.0 505,264
NON U.S. 16 32,530 4.7 39,490 5.7 42,800 8.5 30,233 6.0
---- --------- ---- --------- ---- --------- ---- --------- ----
21 63,305 9.1 70,140 10.1 62,675 12.4 35,133 7.0
CBT 5-YEAR U.S. TREASURY NOTES U.S. 2 3,000 2.7 0 0.0 111,466 250 0.3 500 0.7 76,284
NON U.S. 3 2,200 2.0 6,100 5.5 1,400 1.8 2,100 2.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,200 4.7 6,100 5.5 1,650 2.1 2,600 3.5
CBT 30-DAY FEDERAL FUNDS U.S. 3 4,300 1.4 650 0.2 296,702 1,100 0.6 1,650 1.0 173,395
NON U.S. 2 13,770 4.6 22,620 7.6 2,600 1.5 6,560 3.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 18,070 6.0 23,270 7.8 3,700 2.1 8,210 4.8
NYME CRUDE OIL, LIGHT SWEET U.S. 3 104,389 5.0 126,849 6.1 2,078,425 129,846 6.1 128,946 6.1 2,114,088
NON U.S. 19 125,702 6.0 150,842 7.3 142,466 6.7 131,023 6.2
---- --------- ---- --------- ---- --------- ---- --------- ----
22 230,091 11.0 277,691 13.4 272,312 12.8 259,969 12.3
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 18,064 5.0 37,699 10.4 363,245 23,395 8.4 25,320 9.1 277,689
NON U.S. 5 21,855 6.0 27,820 7.7 13,219 4.8 9,725 3.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 39,919 11.0 65,519 18.1 36,614 13.2 35,045 12.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 90,487 9.9 99,430 10.9 915,083 53,353 8.8 63,566 10.4 608,773
NON U.S. 8 127,364 13.9 121,360 13.3 92,716 15.2 106,812 17.5
---- --------- ---- --------- ---- --------- ---- --------- ----
11 217,851 23.8 220,790 24.2 146,069 24.0 170,378 27.9
ICUS SUGAR NO. 11 U.S. 1 10,040 2.0 1,900 0.4 505,188 4,435 1.4 7,650 2.4 318,079
NON U.S. 5 12,919 2.6 4,060 0.8 5,565 1.7 4,770 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 22,959 4.6 5,960 1.2 10,000 3.1 12,420 3.9
CMX GOLD U.S. 1 18,589 5.2 24,846 6.9 360,229 4,920 2.3 8,212 3.9 211,072
NON U.S. 11 32,104 8.9 35,758 9.9 13,007 6.2 36,231 17.2
---- --------- ---- --------- ---- --------- ---- --------- ----
12 50,693 14.1 60,604 16.8 17,927 8.5 44,443 21.1
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 1,065 1.5 445 0.6 70,244 475 0.8 475 0.8 56,221
NON U.S. 2 50 0.1 75 0.1 50 0.1 50 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,115 1.6 520 0.7 525 0.9 525 0.9
CME 3-MONTH EURODOLLARS U.S. 8 287,075 3.4 301,319 3.5 8,530,492 404,605 5.5 287,110 3.9 7,333,083
NON U.S. 30 1,281,853 15.0 1,285,012 15.1 751,801 10.3 890,763 12.1
---- --------- ---- --------- ---- --------- ---- --------- ----
38 1,568,928 18.4 1,586,331 18.6 1,156,406 15.8 1,177,873 16.0
CME E-MINI S&P 500 STOCK INDEX NON U.S. 7 4,406 1.7 6 0.0 266,946 3,033 0.9 757 0.2 349,882