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 7,097 4.2 2,197 1.3 169,128 5,739 2.9 1,497 0.8 197,066
CBT CORN U.S. 1 8 0.0 110 0.0 659,280 0 0.0 100 0.0 493,587
NON U.S. 7 25,611 3.9 2,148 0.3 24,059 4.9 800 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
8 25,619 3.9 2,258 0.3 24,059 4.9 900 0.2
CBT SOYBEANS NON U.S. 6 2,131 0.8 1,398 0.5 275,310 1,121 0.4 692 0.3 273,323
CBT U.S. TREASURY BONDS U.S. 3 7,766 2.1 2,750 0.7 369,067 3,350 0.7 4,334 0.9 475,721
NON U.S. 3 100 0.0 13,000 3.5 2,100 0.4 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,866 2.1 15,750 4.2 5,450 1.1 4,334 0.9
NYME NATURAL GAS U.S. 3 6,915 1.1 7,370 1.2 617,648 9,290 1.8 1,430 0.3 525,959
NON U.S. 6 344,882 55.8 1,536 0.2 344,768 65.6 3,474 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 351,797 56.9 8,906 1.4 354,058 67.4 4,904 1.0
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 6 122,660 4.5 133,935 4.9 2,719,837 123,274 5.2 140,504 6.0 2,348,110
NON U.S. 9 251,716 9.3 605,976 22.3 250,615 10.7 519,024 22.1
---- --------- ---- --------- ---- --------- ---- --------- ----
15 374,376 13.8 739,911 27.2 373,889 15.9 659,528 28.1
NYBT COTTON NO. 2 NON U.S. 5 1,300 0.5 900 0.4 241,440 7,410 4.1 300 0.2 180,201
CBT 2-YEAR U.S. TREASURY NOTES U.S. 2 2,500 2.8 1,500 1.7 89,555 500 0.9 500 0.9 53,507
NON U.S. 6 1,148 1.3 3,396 3.8 2,502 4.7 1,750 3.3
---- --------- ---- --------- ---- --------- ---- --------- ----
8 3,648 4.1 4,896 5.5 3,002 5.6 2,250 4.2
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 78,481 6.9 93,405 8.3 1,130,951 107,707 8.9 38,853 3.2 1,209,449
NON U.S. 21 56,564 5.0 47,481 4.2 60,367 5.0 37,276 3.1
---- --------- ---- --------- ---- --------- ---- --------- ----
28 135,045 11.9 140,886 12.5 168,074 13.9 76,129 6.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 102,313 16.3 40,132 6.4 627,814 12,005 3.3 44,578 12.3 362,656
NON U.S. 10 21,598 3.4 15,640 2.5 38,945 10.7 5,156 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
15 123,911 19.7 55,772 8.9 50,950 14.0 49,734 13.7
CBT 30-DAY FEDERAL FUNDS U.S. 2 500 0.2 6,278 2.7 229,661 2,000 1.0 2,600 1.3 205,733
NON U.S. 9 22,600 9.8 35,814 15.6 14,230 6.9 4,200 2.0
---- --------- ---- --------- ---- --------- ---- --------- ----
11 23,100 10.0 42,092 18.3 16,230 7.9 6,800 3.3
NYME PJM ELECTRICITY MONTHLY U.S. 2 1,920 2.9 340 0.5 65,598 580 0.8 180 0.3 71,120
NON U.S. 3 6,080 9.3 5,560 8.5 7,300 10.3 4,680 6.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 8,000 12.2 5,900 9.0 7,880 11.1 4,860 6.9
NYME CRUDE OIL, LIGHT SWEET U.S. 5 67,900 4.4 84,537 5.4 1,560,472 110,428 4.7 117,822 5.0 2,373,631
NON U.S. 12 116,725 7.5 174,072 11.2 214,667 9.0 165,033 7.0
---- --------- ---- --------- ---- --------- ---- --------- ----
17 184,625 11.9 258,609 16.6 325,095 13.7 282,855 12.0
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 15,723 4.8 27,125 8.2 329,992 24,356 6.8 27,800 7.8 356,447
NON U.S. 8 15,124 4.6 23,552 7.1 22,075 6.2 19,680 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
13 30,847 9.4 50,677 15.3 46,431 13.0 47,480 13.3
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 21,670 7.1 30,000 9.9 303,861 34,318 9.9 15,732 4.5 345,942
NON U.S. 10 45,939 15.1 62,315 20.5 82,540 23.9 41,766 12.1
---- --------- ---- --------- ---- --------- ---- --------- ----
14 67,609 22.2 92,315 30.4 116,858 33.8 57,498 16.6
NYBT SUGAR NO. 11 NON U.S. 6 12,526 1.9 5,625 0.9 653,699 3,015 0.5 2,429 0.4 559,438
CMX SILVER U.S. 1 1,429 1.7 4,559 5.5 82,909 3,550 7.5 1,270 2.7 47,363
NON U.S. 5 7,727 9.3 7,527 9.1 3,185 6.7 7,109 15.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 9,156 11.0 12,086 14.6 6,735 14.2 8,379 17.7
CMX GOLD U.S. 3 10,064 4.2 22,361 9.2 242,162 6,005 3.3 14,165 7.9 179,613
NON U.S. 7 40,401 16.7 41,954 17.3 18,616 10.4 35,640 19.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 50,465 20.9 64,315 26.5 24,621 13.7 49,805 27.7
CME JAPANESE YEN U.S. 3 458 0.6 16,716 22.6 73,811 16,100 36.7 473 1.1 43,915
NON U.S. 2 0 0.0 850 1.2 500 1.1 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 458 0.6 17,566 23.8 16,600 37.8 473 1.1
CME 3-MONTH EURODOLLARS U.S. 7 216,869 1.6 170,435 1.2 13,758,712 227,904 2.6 198,641 2.3 8,754,013
NON U.S. 40 1,257,268 9.1 1,004,850 7.3 628,887 7.2 659,857 7.5
---- --------- ---- --------- ---- --------- ---- --------- ----
47 1,474,137 10.7 1,175,285 8.5 856,791 9.8 858,498 9.8
CME E-MINI S&P 500 STOCK INDEX NON U.S. 7 300 0.1 480 0.2 245,861 9,158 2.6 1,550 0.4 346,932