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 0 0.0 750 0.4 192,053 1,150 0.7 523 0.3 174,534
NON U.S. 9 6,184 3.2 2,485 1.3 3,784 2.2 3,026 1.7
---- --------- ---- --------- ---- --------- ---- --------- ----
10 6,184 3.2 3,235 1.7 4,934 2.9 3,549 2.0
CBT CORN U.S. 2 76 0.0 38 0.0 1,046,992 169 0.0 64 0.0 888,895
NON U.S. 9 49,367 4.7 16,643 1.6 33,786 3.8 14,155 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
11 49,443 4.7 16,681 1.6 33,955 3.8 14,219 1.6
CBT SOYBEANS U.S. 1 50 0.0 50 0.0 391,591 100 0.0 900 0.3 275,219
NON U.S. 10 3,726 1.0 2,460 0.6 3,575 1.3 1,486 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
11 3,776 1.0 2,510 0.6 3,675 1.3 2,386 0.8
CBT U.S. TREASURY BONDS U.S. 3 0 0.0 0 0.0 266,262 4,028 1.1 3,968 1.1 355,843
NON U.S. 7 25,400 9.5 505 0.2 15,930 4.5 16,425 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
10 25,400 9.5 505 0.2 19,958 5.6 20,393 5.7
NYME HEATING OIL AVG PRICE OPTIONS U.S. 2 4,665 7.2 1,200 1.8 64,962 1,275 3.3 2,385 6.1 39,138
NON U.S. 3 12,815 19.7 5,895 9.1 3,411 8.7 8,879 22.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 17,480 26.9 7,095 10.9 4,686 12.0 11,264 28.8
NYME EUR STYLE HEATING OIL OPTIONS U.S. 2 300 1.6 200 1.1 18,923 250 2.0 500 3.9 12,664
NON U.S. 3 300 1.6 200 1.1 645 5.1 457 3.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 600 3.2 400 2.2 895 7.1 957 7.5
ICE NATURAL GAS PENULTIMATE ICE U.S. 2 97,100 10.1 113,180 11.7 963,640 105,200 11.7 70,280 7.8 898,200
NON U.S. 4 18,600 1.9 20,800 2.2 33,900 3.8 21,400 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 115,700 12.0 133,980 13.9 139,100 15.5 91,680 10.2
NYME NATURAL GAS U.S. 2 4,090 0.8 3,720 0.7 521,762 8,905 2.2 655 0.2 403,025
NON U.S. 5 261,476 50.1 3,695 0.7 262,080 65.0 865 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 265,566 50.9 7,415 1.4 270,985 67.2 1,520 0.4
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 149,328 4.7 181,479 5.7 3,195,337 175,597 6.0 182,277 6.2 2,931,529
NON U.S. 9 152,096 4.8 449,603 14.1 188,443 6.4 391,540 13.4
---- --------- ---- --------- ---- --------- ---- --------- ----
13 301,424 9.5 631,082 19.8 364,040 12.4 573,817 19.6
CBT 2-YEAR U.S. TREASURY NOTES U.S. 2 950 0.7 0 0.0 134,896 200 0.4 3,450 7.7 44,917
NON U.S. 4 5,050 3.7 400 0.3 200 0.4 400 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 6,000 4.4 400 0.3 400 0.8 3,850 8.6
CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 46,500 6.3 39,624 5.4 740,177 67,815 7.2 31,832 3.4 944,232
NON U.S. 20 81,184 11.0 38,492 5.2 108,375 11.5 51,340 5.4
---- --------- ---- --------- ---- --------- ---- --------- ----
24 127,684 17.3 78,116 10.6 176,190 18.7 83,172 8.8
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 24,163 6.8 2,800 0.8 357,912 26,790 11.8 14,118 6.2 227,350
NON U.S. 8 6,400 1.8 26,700 7.5 6,874 3.0 2,500 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
11 30,563 8.6 29,500 8.3 33,664 14.8 16,618 7.3
CBT 30-DAY FEDERAL FUNDS U.S. 4 9,925 1.5 9,917 1.5 646,406 1,975 0.9 7,575 3.4 222,251
NON U.S. 12 54,386 8.4 48,828 7.6 17,395 7.8 7,580 3.4
---- --------- ---- --------- ---- --------- ---- --------- ----
16 64,311 9.9 58,745 9.1 19,370 8.7 15,155 6.8
NYME CRUDE OIL, LIGHT SWEET U.S. 4 126,784 5.6 149,874 6.6 2,260,693 153,290 5.6 195,183 7.1 2,756,340
NON U.S. 14 286,484 12.7 281,103 12.4 437,646 15.9 350,229 12.7
---- --------- ---- --------- ---- --------- ---- --------- ----
18 413,268 18.3 430,977 19.0 590,936 21.5 545,412 19.8
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 29,454 5.8 48,088 9.5 507,898 62,900 11.6 49,650 9.2 540,888
NON U.S. 8 68,129 13.4 69,301 13.6 60,069 11.1 44,442 8.2
---- --------- ---- --------- ---- --------- ---- --------- ----
13 97,583 19.2 117,389 23.1 122,969 22.7 94,092 17.4
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 31,435 7.3 39,850 9.2 432,384 38,655 8.3 42,016 9.0 468,186
NON U.S. 10 95,873 22.2 119,138 27.6 158,557 33.9 131,236 28.0
---- --------- ---- --------- ---- --------- ---- --------- ----
14 127,308 29.5 158,988 36.8 197,212 42.2 173,252 37.0
ICUS SUGAR NO. 11 U.S. 1 5,494 1.0 5,930 1.1 535,031 1,890 0.6 12,700 3.7 340,800
NON U.S. 7 18,164 3.4 21,142 4.0 12,375 3.6 14,515 4.3
---- --------- ---- --------- ---- --------- ---- --------- ----
8 23,658 4.4 27,072 5.1 14,265 4.2 27,215 8.0
ICUS COFFEE C NON U.S. 5 1,764 1.6 2,855 2.6 107,820 2,278 2.5 2,630 2.9 90,794
CMX SILVER U.S. 1 3,420 3.1 5,036 4.6 109,588 981 2.1 1,100 2.4 45,927
NON U.S. 7 6,959 6.4 11,572 10.6 3,819 8.3 8,492 18.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 10,379 9.5 16,608 15.2 4,800 10.4 9,592 20.9
CMX GOLD U.S. 1 29,416 8.9 40,527 12.2 331,906 15,399 7.5 11,382 5.6 204,350
NON U.S. 7 39,221 11.8 38,117 11.5 32,632 16.0 37,812 18.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 68,637 20.7 78,644 23.7 48,031 23.5 49,194 24.1
CME JAPANESE YEN U.S. 2 0 0.0 18,060 29.1 62,054 18,060 30.3 4,930 8.3 59,566
NON U.S. 3 275 0.4 200 0.3 200 0.3 1,000 1.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 275 0.4 18,260 29.4 18,260 30.6 5,930 10.0
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 935 2.6 450 1.2 36,665 235 1.3 50 0.3 18,356
NON U.S. 3 500 1.4 720 2.0 200 1.1 795 4.3
---- --------- ---- --------- ---- --------- ---- --------- ----
7 1,435 4.0 1,170 3.2 435 2.4 845 4.6
CME 3-MONTH EURODOLLARS U.S. 10 281,785 2.7 306,392 2.9 10,401,166 83,814 1.3 146,255 2.2 6,508,747
NON U.S. 40 1,404,474 13.5 1,486,474 14.3 759,763 11.7 872,663 13.4
---- --------- ---- --------- ---- --------- ---- --------- ----
50 1,686,259 16.2 1,792,866 17.2 843,577 13.0 1,018,918 15.6
CME S&P 500 STOCK INDEX U.S. 2 130 0.0 160 0.0 374,397 645 0.1 40 0.0 702,002
NON U.S. 3 33 0.0 0 0.0 29 0.0 39 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 163 0.0 160 0.0 674 0.1 79 0.0
CME E-MINI S&P 500 STOCK INDEX U.S. 1 1,452 0.3 0 0.0 468,911 0 0.0 50 0.0 673,479
NON U.S. 10 3,688 0.8 216 0.0 4,543 0.7 2,203 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
11 5,140 1.1 216 0.0 4,543 0.7 2,253 0.3