BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1 350 0.3 415 0.4 116,684 100 0.1 565 0.5 114,637
NON U.S. 8 11,010 9.4 1,380 1.2 10,601 9.2 2,215 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 11,360 9.7 1,795 1.6 10,701 9.3 2,780 2.4
CBT CORN U.S. 2 1,087 0.2 427 0.1 512,829 175 0.0 851 0.2 476,614
NON U.S. 7 48,269 9.4 15,937 3.1 45,113 9.5 14,791 3.1
---- --------- ---- --------- ---- --------- ---- --------- ----
9 49,356 9.6 16,364 3.2 45,288 9.5 15,642 3.3
CBT SOYBEANS U.S. 1 400 0.2 0 0.0 214,850 150 0.1 50 0.0 170,000
NON U.S. 7 1,722 0.8 575 0.3 1,661 1.0 425 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
8 2,122 1.0 575 0.3 1,811 1.1 475 0.3
CBT U.S. TREASURY BONDS U.S. 1 550 0.3 100 0.1 197,601 500 0.4 0 0.0 130,506
NON U.S. 6 21,480 10.9 15,900 8.0 6,960 5.3 3,050 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
7 22,030 11.2 16,000 8.1 7,460 5.7 3,050 2.3
NYME HEATING OIL AVG PRICE OPTIONS U.S. 2 2,291 2.7 2,606 3.1 84,589 1,660 3.1 1,510 2.8 54,181
NON U.S. 3 13,390 15.8 8,760 10.4 4,435 8.2 7,546 13.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 15,681 18.5 11,366 13.5 6,095 11.3 9,056 16.7
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 3 183,633 5.6 227,092 7.0 3,259,751 180,235 6.3 150,030 5.3 2,843,626
NON U.S. 7 161,771 5.0 407,350 12.5 163,818 5.8 361,807 12.7
---- --------- ---- --------- ---- --------- ---- --------- ----
10 345,404 10.6 634,442 19.5 344,053 12.1 511,837 18.0
CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 6,300 0.9 12,250 1.7 700,960 3,000 0.7 9,408 2.3 413,518
NON U.S. 16 47,691 6.8 63,928 9.1 48,325 11.7 22,354 5.4
---- --------- ---- --------- ---- --------- ---- --------- ----
19 53,991 7.7 76,178 10.8 51,325 12.4 31,762 7.7
CBT 30-DAY FEDERAL FUNDS U.S. 1 5,000 2.4 0 0.0 205,972 1,500 1.7 0 0.0 89,568
NON U.S. 5 15,175 7.4 1,025 0.5 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 20,175 9.8 1,025 0.5 1,500 1.7 0 0.0
NYME CRUDE OIL, LIGHT SWEET U.S. 3 99,135 4.3 117,792 5.1 2,299,461 122,998 5.6 120,720 5.5 2,207,545
NON U.S. 21 339,705 14.8 428,710 18.6 369,731 16.7 291,566 13.2
---- --------- ---- --------- ---- --------- ---- --------- ----
24 438,840 19.1 546,502 23.7 492,729 22.3 412,286 18.7
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 3 12,841 3.8 32,771 9.7 337,509 26,770 10.3 25,072 9.7 259,480
NON U.S. 9 51,036 15.1 62,291 18.5 33,434 12.9 27,485 10.6
---- --------- ---- --------- ---- --------- ---- --------- ----
12 63,877 18.9 95,062 28.2 60,204 23.2 52,557 20.3
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 3 73,075 9.7 83,020 11.0 756,200 37,070 6.7 49,786 9.0 553,239
NON U.S. 10 183,963 24.3 161,244 21.3 156,452 28.3 155,199 28.1
---- --------- ---- --------- ---- --------- ---- --------- ----
13 257,038 34.0 244,264 32.3 193,522 35.0 204,985 37.1
NYME BRENT AVG PRICE OPTIONS U.S. 2 3,020 5.3 12,260 21.7 56,585 2,100 6.6 2,500 7.8 31,915
NON U.S. 3 8,830 15.6 4,110 7.3 2,010 6.3 1,880 5.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,850 20.9 16,370 29.0 4,110 12.9 4,380 13.7
ICUS SUGAR NO. 11 U.S. 1 4,947 1.1 2,990 0.7 431,074 3,840 1.2 8,950 2.8 314,356
NON U.S. 7 18,384 4.3 15,705 3.6 8,720 2.8 16,045 5.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 23,331 5.4 18,695 4.3 12,560 4.0 24,995 7.9
CMX SILVER U.S. 1 2,200 3.5 1,800 2.9 62,610 400 1.4 500 1.7 28,740
NON U.S. 6 5,894 9.4 6,956 11.1 2,758 9.6 2,345 8.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 8,094 12.9 8,756 14.0 3,158 11.0 2,845 9.9
CMX GOLD U.S. 1 31,918 9.2 42,051 12.1 347,769 10,850 5.9 10,247 5.6 183,878
NON U.S. 10 33,080 9.5 41,345 11.9 17,047 9.3 34,907 19.0
---- --------- ---- --------- ---- --------- ---- --------- ----
11 64,998 18.7 83,396 24.0 27,897 15.2 45,154 24.6
CME EURO FX U.S. 2 0 0.0 0 0.0 71,716 0 0.0 2,000 1.9 104,717
NON U.S. 4 8,543 11.9 1,945 2.7 2,044 2.0 11,005 10.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,543 11.9 1,945 2.7 2,044 2.0 13,005 12.4
CME 3-MONTH EURODOLLARS U.S. 6 322,139 2.9 327,916 3.0 11,069,428 119,630 2.0 151,705 2.5 6,074,267
NON U.S. 33 1,963,502 17.7 1,949,210 17.6 810,225 13.3 714,567 11.8
---- --------- ---- --------- ---- --------- ---- --------- ----
39 2,285,641 20.6 2,277,126 20.6 929,855 15.3 866,272 14.3
CME E-MINI S&P 500 STOCK INDEX NON U.S. 6 7,620 2.2 0 0.0 348,525 205 0.0 2,010 0.5 426,798