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 0.0 550 0.3 170,206 0 0.0 550 0.3 176,051
NON U.S. 9 5,770 3.4 2,792 1.6 4,813 2.7 2,742 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
10 5,770 3.4 3,342 1.9 4,813 2.7 3,292 1.9
CBT CORN U.S. 1 0 0.0 0 0.0 1,067,457 100 0.0 0 0.0 965,586
NON U.S. 9 45,362 4.2 6,612 0.6 53,328 5.5 11,245 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
10 45,362 4.2 6,612 0.6 53,428 5.5 11,245 1.2
CBT SOYBEANS NON U.S. 9 3,232 1.1 2,312 0.8 292,944 2,848 1.2 2,185 0.9 237,790
CBT U.S. TREASURY BONDS U.S. 2 231 0.1 5,100 1.4 370,317 5,911 1.5 9,705 2.5 394,193
NON U.S. 9 11,600 3.1 927 0.3 9,450 2.4 4,160 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
11 11,831 3.2 6,027 1.7 15,361 3.9 13,865 3.6
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 1,255 1.8 150 0.2 68,223 235 0.5 50 0.1 45,848
NON U.S. 2 4,225 6.2 5,570 8.2 8,855 19.3 6,405 14.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,480 8.0 5,720 8.4 9,090 19.8 6,455 14.1
NYME EUR STYLE HEATING OIL OPTIONS U.S. 2 350 1.5 200 0.9 22,816 200 1.2 400 2.4 16,993
NON U.S. 3 2,150 9.4 700 3.1 1,701 10.0 400 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,500 10.9 900 4.0 1,901 11.2 800 4.8
ICE NATURAL GAS PENULTIMATE ICE U.S. 2 70,860 7.0 110,180 10.9 1,007,856 100,460 10.1 69,780 7.0 990,896
NON U.S. 4 24,400 2.4 23,580 2.3 36,900 3.7 21,780 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 95,260 9.4 133,760 13.2 137,360 13.8 91,560 9.2
NYME NATURAL GAS U.S. 3 3,995 0.7 3,937 0.7 544,768 9,332 2.1 1,055 0.2 437,544
NON U.S. 5 278,930 51.2 8,531 1.6 281,180 64.3 2,565 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 282,925 51.9 12,468 2.3 290,512 66.4 3,620 0.8
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 145,564 4.6 188,218 5.9 3,181,212 181,074 5.6 188,202 5.8 3,223,342
NON U.S. 9 172,122 5.4 486,496 15.3 234,560 7.3 421,019 13.1
---- --------- ---- --------- ---- --------- ---- --------- ----
13 317,686 10.0 674,714 21.2 415,634 12.9 609,221 18.9
CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 74,058 5.8 68,224 5.3 1,278,743 114,347 9.3 33,396 2.7 1,234,910
NON U.S. 24 25,160 2.0 34,327 2.7 48,990 4.0 57,178 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
28 99,218 7.8 102,551 8.0 163,337 13.3 90,574 7.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 43,663 10.3 16,700 4.0 422,427 37,578 12.0 14,968 4.8 312,904
NON U.S. 8 8,150 1.9 44,569 10.6 14,290 4.6 4,800 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
13 51,813 12.2 61,269 14.6 51,868 16.6 19,768 6.3
CBT 30-DAY FEDERAL FUNDS U.S. 4 14,287 2.4 16,175 2.7 602,701 3,155 1.3 17,505 7.2 244,061
NON U.S. 12 39,450 6.5 27,230 4.5 2,625 1.1 5,655 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
16 53,737 8.9 43,405 7.2 5,780 2.4 23,160 9.5
NYME CRUDE OIL, LIGHT SWEET U.S. 4 100,929 5.0 117,736 5.8 2,027,993 150,697 5.2 182,767 6.3 2,879,148
NON U.S. 17 186,986 9.2 261,088 12.9 407,897 14.2 290,796 10.1
---- --------- ---- --------- ---- --------- ---- --------- ----
21 287,915 14.2 378,824 18.7 558,594 19.4 473,563 16.4
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 29,837 6.1 44,443 9.1 489,668 66,040 11.2 58,725 9.9 590,452
NON U.S. 8 43,469 8.9 37,486 7.7 48,848 8.3 41,187 7.0
---- --------- ---- --------- ---- --------- ---- --------- ----
13 73,306 15.0 81,929 16.8 114,888 19.5 99,912 16.9
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 20,635 5.2 23,350 5.9 397,659 34,215 8.1 23,955 5.7 422,166
NON U.S. 9 75,234 18.9 87,756 22.1 96,302 22.8 61,025 14.5
---- --------- ---- --------- ---- --------- ---- --------- ----
13 95,869 24.1 111,106 28.0 130,517 30.9 84,980 20.2
ICUS SUGAR NO. 11 U.S. 1 4,874 0.8 6,260 1.0 597,681 400 0.1 13,105 3.1 417,995
NON U.S. 5 16,279 2.7 22,647 3.8 9,902 2.4 15,096 3.6
---- --------- ---- --------- ---- --------- ---- --------- ----
6 21,153 3.5 28,907 4.8 10,302 2.5 28,201 6.7
CMX SILVER U.S. 1 2,150 2.2 1,931 2.0 98,548 1,711 2.6 1,000 1.5 65,011
NON U.S. 5 12,631 12.8 9,940 10.1 5,632 8.7 13,377 20.6
---- --------- ---- --------- ---- --------- ---- --------- ----
6 14,781 15.0 11,871 12.1 7,343 11.3 14,377 22.1
CMX GOLD U.S. 1 25,846 9.2 40,058 14.3 280,985 13,040 7.9 6,977 4.2 165,630
NON U.S. 6 35,527 12.6 32,404 11.5 24,977 15.1 31,435 19.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 61,373 21.8 72,462 25.8 38,017 23.0 38,412 23.2
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 230 0.3 700 1.0 72,108 310 0.8 100 0.3 37,089
NON U.S. 2 2,115 2.9 5,347 7.4 5,211 14.0 3,788 10.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,345 3.2 6,047 8.4 5,521 14.8 3,888 10.5
CME 3-MONTH EURODOLLARS U.S. 10 336,511 2.6 396,154 3.1 12,921,806 98,983 1.3 184,969 2.5 7,428,125
NON U.S. 43 1,464,839 11.3 1,426,769 11.0 639,280 8.6 1,012,591 13.6
---- --------- ---- --------- ---- --------- ---- --------- ----
53 1,801,350 13.9 1,822,923 14.1 738,263 9.9 1,197,560 16.1
CME E-MINI S&P 500 STOCK INDEX NON U.S. 9 2,205 0.6 243 0.1 349,258 10,220 1.9 535 0.1 541,243