BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT NON U.S. 7 11,674 6.0 2,400 1.2 194,869 9,155 3.9 1,667 0.7 235,366
CBT CORN U.S. 2 508 0.1 110 0.0 815,764 0 0.0 100 0.0 661,855
NON U.S. 8 31,378 3.8 1,998 0.2 37,650 5.7 800 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
10 31,886 3.9 2,108 0.2 37,650 5.7 900 0.1
CBT SOYBEANS U.S. 1 500 0.1 0 0.0 337,998 0 0.0 0 0.0 352,710
NON U.S. 7 2,656 0.8 1,973 0.6 1,641 0.5 1,327 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
8 3,156 0.9 1,973 0.6 1,641 0.5 1,327 0.4
CBT U.S. TREASURY BONDS U.S. 3 3,264 0.7 4,142 0.9 458,226 13,820 2.1 9,032 1.4 652,549
NON U.S. 7 200 0.0 18,050 3.9 11,052 1.7 1,102 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
10 3,464 0.7 22,192 4.8 24,872 3.8 10,134 1.6
NYME EUR STYLE HEATING OIL OPTIONS U.S. 2 495 4.1 625 5.1 12,181 250 3.5 175 2.5 7,063
NON U.S. 3 1,925 15.8 1,979 16.2 425 6.0 100 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,420 19.9 2,604 21.3 675 9.5 275 3.9
NYME NATURAL GAS U.S. 3 7,273 1.2 7,280 1.2 614,110 9,538 1.8 1,115 0.2 519,086
NON U.S. 6 336,634 54.8 1,386 0.2 336,428 64.8 3,350 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 343,907 56.0 8,666 1.4 345,966 66.6 4,465 0.8
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 5 123,625 4.4 131,153 4.7 2,778,300 129,499 5.1 146,912 5.8 2,521,616
NON U.S. 9 231,457 8.3 591,924 21.3 248,607 9.9 500,981 19.9
---- --------- ---- --------- ---- --------- ---- --------- ----
14 355,082 12.7 723,077 26.0 378,106 15.0 647,893 25.7
NYBT COTTON NO. 2 NON U.S. 5 1,400 0.5 900 0.3 283,348 3,310 1.5 400 0.2 220,037
CBT 2-YEAR U.S. TREASURY NOTES U.S. 1 4,250 3.8 4,000 3.6 111,062 0 0.0 0 0.0 54,415
NON U.S. 8 4,448 4.0 9,033 8.1 3,452 6.3 1,499 2.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 8,698 7.8 13,033 11.7 3,452 6.3 1,499 2.8
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 131,915 8.1 149,391 9.2 1,626,125 184,927 9.5 84,646 4.4 1,936,749
NON U.S. 28 51,532 3.2 70,490 4.3 153,427 7.9 78,732 4.1
---- --------- ---- --------- ---- --------- ---- --------- ----
34 183,447 11.3 219,881 13.5 338,354 17.4 163,378 8.5
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 141,003 17.3 38,540 4.7 815,342 15,839 2.9 33,475 6.2 537,300
NON U.S. 16 24,842 3.0 14,541 1.8 36,772 6.8 15,484 2.9
---- --------- ---- --------- ---- --------- ---- --------- ----
21 165,845 20.3 53,081 6.5 52,611 9.7 48,959 9.1
CBT 30-DAY FEDERAL FUNDS U.S. 5 510 0.3 6,310 4.2 151,331 13,000 2.9 16,900 3.8 443,793
NON U.S. 14 28,618 18.9 9,602 6.3 44,825 10.1 11,950 2.7
---- --------- ---- --------- ---- --------- ---- --------- ----
19 29,128 19.2 15,912 10.5 57,825 13.0 28,850 6.5
NYME CRUDE OIL, LIGHT SWEET U.S. 5 76,365 4.6 93,950 5.7 1,658,394 132,603 5.2 122,262 4.8 2,528,312
NON U.S. 12 123,303 7.4 183,139 11.0 237,500 9.4 190,374 7.5
---- --------- ---- --------- ---- --------- ---- --------- ----
17 199,668 12.0 277,089 16.7 370,103 14.6 312,636 12.3
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 17,723 5.0 32,036 9.0 355,736 31,391 7.9 32,975 8.3 398,516
NON U.S. 9 18,649 5.2 25,102 7.1 23,373 5.9 25,115 6.3
---- --------- ---- --------- ---- --------- ---- --------- ----
14 36,372 10.2 57,138 16.1 54,764 13.8 58,090 14.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 22,795 6.9 38,460 11.7 329,496 35,985 10.1 18,302 5.2 355,288
NON U.S. 10 50,862 15.4 68,011 20.6 80,684 22.7 49,449 13.9
---- --------- ---- --------- ---- --------- ---- --------- ----
14 73,657 22.3 106,471 32.3 116,669 32.8 67,751 19.1
NYBT SUGAR NO. 11 NON U.S. 10 11,646 1.7 7,610 1.1 677,831 4,865 0.8 5,282 0.9 603,916
CMX SILVER U.S. 1 1,709 1.9 5,759 6.5 88,696 4,450 7.9 1,750 3.1 56,493
NON U.S. 4 9,285 10.5 7,893 8.9 4,847 8.6 7,984 14.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 10,994 12.4 13,652 15.4 9,297 16.5 9,734 17.2
CMX GOLD U.S. 1 10,049 4.5 18,655 8.3 224,332 6,795 4.3 7,220 4.6 157,256
NON U.S. 5 29,135 13.0 33,611 15.0 22,875 14.5 32,680 20.8
---- --------- ---- --------- ---- --------- ---- --------- ----
6 39,184 17.5 52,266 23.3 29,670 18.8 39,900 25.4
CME EURO FX U.S. 2 883 1.2 697 0.9 74,476 1,532 1.8 1,702 2.0 85,782
NON U.S. 3 2,344 3.1 2,054 2.8 5,273 6.1 2,249 2.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,227 4.3 2,751 3.7 6,805 7.9 3,951 4.6
CME 3-MONTH EURODOLLARS U.S. 8 292,629 2.1 236,283 1.7 14,080,705 296,344 2.5 349,563 2.9 12,059,957
NON U.S. 48 1,642,007 11.7 1,051,188 7.5 943,145 7.8 1,003,449 8.3
---- --------- ---- --------- ---- --------- ---- --------- ----
56 1,934,636 13.8 1,287,471 9.2 1,239,489 10.3 1,353,012 11.2
CME E-MINI S&P 500 STOCK INDEX NON U.S. 7 1,150 0.3 500 0.1 341,182 13,034 3.1 1,683 0.4 422,086