BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1 500 0.2 750 0.3 238,959 1,150 0.6 330 0.2 182,822
NON U.S. 8 6,994 2.9 2,760 1.2 3,340 1.8 4,861 2.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 7,494 3.1 3,510 1.5 4,490 2.4 5,191 2.9
CBT CORN U.S. 2 476 0.0 43 0.0 1,169,746 169 0.0 67 0.0 900,034
NON U.S. 8 40,415 3.5 20,316 1.7 24,665 2.7 19,055 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
10 40,891 3.5 20,359 1.7 24,834 2.7 19,122 2.1
CBT SOYBEANS U.S. 1 250 0.1 0 0.0 194,983 0 0.0 900 0.6 149,534
NON U.S. 5 2,572 1.3 275 0.1 1,311 0.9 1,025 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,822 1.4 275 0.1 1,311 0.9 1,925 1.3
CBT U.S. TREASURY BONDS U.S. 1 0 0.0 0 0.0 307,365 1,968 0.7 1,968 0.7 277,662
NON U.S. 4 42,116 13.7 2,725 0.9 21,096 7.6 9,195 3.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 42,116 13.7 2,725 0.9 23,064 8.3 11,163 4.0
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 3,830 4.1 900 1.0 94,107 2,980 6.3 525 1.1 47,388
NON U.S. 2 4,327 4.6 2,762 2.9 4,082 8.6 2,796 5.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 8,157 8.7 3,662 3.9 7,062 14.9 3,321 7.0
NYME HEATING OIL AVG PRICE OPTIONS U.S. 3 7,005 9.4 1,395 1.9 74,308 3,275 6.3 6,050 11.6 52,293
NON U.S. 3 12,900 17.4 6,530 8.8 4,286 8.2 9,321 17.8
---- --------- ---- --------- ---- --------- ---- --------- ----
6 19,905 26.8 7,925 10.7 7,561 14.5 15,371 29.4
NYME EUR STYLE HEATING OIL OPTIONS U.S. 2 400 2.1 200 1.0 19,425 350 2.6 500 3.7 13,538
NON U.S. 3 275 1.4 200 1.0 645 4.8 532 3.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 675 3.5 400 2.0 995 7.4 1,032 7.6
NYME NATURAL GAS U.S. 3 4,405 0.9 3,703 0.7 515,324 677 0.2 580 0.2 366,686
NON U.S. 5 252,075 48.9 2,582 0.5 251,840 68.7 320 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 256,480 49.8 6,285 1.2 252,517 68.9 900 0.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 155,299 4.8 201,222 6.2 3,232,899 210,406 7.1 166,939 5.6 2,980,378
NON U.S. 8 146,467 4.5 440,626 13.6 187,385 6.3 387,820 13.0
---- --------- ---- --------- ---- --------- ---- --------- ----
12 301,766 9.3 641,848 19.8 397,791 13.4 554,759 18.6
CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 39,200 5.9 36,424 5.5 666,523 65,500 8.3 55,604 7.1 785,901
NON U.S. 19 85,705 12.9 35,845 5.4 92,535 11.8 19,890 2.5
---- --------- ---- --------- ---- --------- ---- --------- ----
22 124,905 18.8 72,269 10.9 158,035 20.1 75,494 9.6
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 13,763 5.1 2,800 1.0 268,275 25,818 13.1 13,818 7.0 196,727
NON U.S. 4 2,400 0.9 16,600 6.2 3,900 2.0 200 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 16,163 6.0 19,400 7.2 29,718 15.1 14,018 7.1
CBT 30-DAY FEDERAL FUNDS U.S. 4 10,025 1.4 5,994 0.9 691,691 1,975 0.6 20,150 6.6 306,593
NON U.S. 12 41,478 6.0 29,537 4.3 15,695 5.1 5,050 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
16 51,503 7.4 35,531 5.2 17,670 5.7 25,200 8.2
NYME ISO NEW ENGLAND LMP SWAP U.S. 2 880 6.7 80 0.6 13,116 0 0.0 0 0.0 21,376
NON U.S. 3 4,430 33.8 2,200 16.8 10,020 46.9 6,210 29.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,310 40.5 2,280 17.4 10,020 46.9 6,210 29.1
NYME CRUDE OIL, LIGHT SWEET U.S. 4 141,677 5.6 174,846 6.9 2,534,939 167,400 6.1 193,448 7.0 2,761,137
NON U.S. 14 296,469 11.7 307,034 12.1 426,969 15.5 355,182 12.9
---- --------- ---- --------- ---- --------- ---- --------- ----
18 438,146 17.3 481,880 19.0 594,369 21.6 548,630 19.9
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 29,389 5.7 49,178 9.5 520,154 62,650 11.7 54,390 10.2 534,101
NON U.S. 8 71,294 13.7 68,928 13.3 61,045 11.4 45,369 8.5
---- --------- ---- --------- ---- --------- ---- --------- ----
13 100,683 19.4 118,106 22.8 123,695 23.1 99,759 18.7
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 41,575 7.4 63,625 11.3 564,152 37,535 7.1 50,789 9.6 528,290
NON U.S. 11 150,271 26.6 148,781 26.4 175,464 33.2 169,784 32.1
---- --------- ---- --------- ---- --------- ---- --------- ----
15 191,846 34.0 212,406 37.7 212,999 40.3 220,573 41.7
ICUS SUGAR NO. 11 U.S. 1 6,094 1.0 6,030 1.0 583,871 2,290 0.6 12,400 3.1 397,015
NON U.S. 6 18,879 3.2 23,657 4.1 12,735 3.2 18,171 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
7 24,973 4.2 29,687 5.1 15,025 3.8 30,571 7.7
CMX SILVER U.S. 1 4,150 3.5 4,721 4.0 118,276 981 2.1 1,400 3.0 46,886
NON U.S. 7 10,297 8.7 12,712 10.7 4,244 9.1 8,013 17.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 14,447 12.2 17,433 14.7 5,225 11.2 9,413 20.1
CMX GOLD U.S. 1 29,562 7.8 44,343 11.7 379,339 15,384 7.0 8,867 4.0 220,499
NON U.S. 7 51,143 13.5 49,132 13.0 30,637 13.9 45,197 20.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 80,705 21.3 93,475 24.7 46,021 20.9 54,064 24.5
CME JAPANESE YEN U.S. 2 760 1.1 18,060 25.1 71,873 18,060 23.2 9,015 11.6 77,932
NON U.S. 3 300 0.4 200 0.3 200 0.3 1,450 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,060 1.5 18,260 25.4 18,260 23.5 10,465 13.5
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 1,305 3.1 400 0.9 42,624 225 1.0 300 1.4 22,090
NON U.S. 3 125 0.3 472 1.1 125 0.6 447 2.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 1,430 3.4 872 2.0 350 1.6 747 3.4
CME 3-MONTH EURODOLLARS U.S. 9 239,838 2.0 301,008 2.5 11,877,279 92,604 1.3 165,920 2.4 6,953,122
NON U.S. 36 1,522,349 12.8 1,524,385 12.8 770,502 11.1 877,397 12.6
---- --------- ---- --------- ---- --------- ---- --------- ----
45 1,762,187 14.8 1,825,393 15.3 863,106 12.4 1,043,317 15.0
CME E-MINI S&P 500 STOCK INDEX NON U.S. 9 5,838 1.2 1,650 0.4 470,950 1,174 0.2 1,905 0.3 580,801