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 0.0 200 0.1 161,955 0 0.0 200 0.1 204,549
NON U.S. 8 11,972 7.4 1,159 0.7 11,233 5.5 1,357 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
9 11,972 7.4 1,359 0.8 11,233 5.5 1,557 0.8
CBT CORN U.S. 2 508 0.1 208 0.0 858,455 0 0.0 200 0.0 677,004
NON U.S. 7 51,944 6.1 1,811 0.2 51,371 7.6 1,300 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
9 52,452 6.2 2,019 0.2 51,371 7.6 1,500 0.2
CBT SOYBEANS U.S. 1 500 0.1 0 0.0 354,575 0 0.0 0 0.0 325,584
NON U.S. 6 1,457 0.4 2,173 0.6 721 0.2 1,027 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
7 1,957 0.5 2,173 0.6 721 0.2 1,027 0.3
CBT U.S. TREASURY BONDS U.S. 3 2,414 0.6 3,950 1.1 372,389 5,526 1.4 4,341 1.1 389,038
NON U.S. 8 250 0.1 2,500 0.7 16,402 4.2 7,402 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
11 2,664 0.7 6,450 1.8 21,928 5.6 11,743 3.0
NYME NATURAL GAS U.S. 2 3,260 0.6 4,450 0.8 587,403 8,935 1.8 955 0.2 495,261
NON U.S. 5 326,035 55.5 2,730 0.5 327,685 66.2 530 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 329,295 56.1 7,180 1.3 336,620 68.0 1,485 0.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 5 117,238 3.9 127,622 4.2 3,005,526 121,476 4.6 160,964 6.1 2,646,841
NON U.S. 8 229,335 7.6 588,009 19.6 222,011 8.4 489,284 18.5
---- --------- ---- --------- ---- --------- ---- --------- ----
13 346,573 11.5 715,631 23.8 343,487 13.0 650,248 24.6
CBT 2-YEAR U.S. TREASURY NOTES U.S. 3 5,500 4.4 14,850 11.8 125,527 1,000 4.7 0 0.0 21,059
NON U.S. 6 2,200 1.8 10,232 8.2 10 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 7,700 6.2 25,082 20.0 1,010 4.7 0 0.0
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 96,091 8.0 61,806 5.2 1,196,337 118,066 9.7 36,660 3.0 1,218,341
NON U.S. 26 46,663 3.9 43,865 3.7 63,807 5.2 43,429 3.6
---- --------- ---- --------- ---- --------- ---- --------- ----
33 142,754 11.9 105,671 8.9 181,873 14.9 80,089 6.6
CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 150,764 23.3 32,176 5.0 648,256 5,738 2.4 13,238 5.5 239,013
NON U.S. 7 6,646 1.0 19,646 3.0 5,422 2.3 1,659 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
13 157,410 24.3 51,822 8.0 11,160 4.7 14,897 6.2
CBT 30-DAY FEDERAL FUNDS U.S. 2 710 0.9 1,760 2.2 78,888 12,050 10.4 3,000 2.6 116,359
NON U.S. 5 7,075 9.0 3,700 4.7 12,135 10.4 5,900 5.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 7,785 9.9 5,460 6.9 24,185 20.8 8,900 7.7
NYME PJM ELECTRICITY MONTHLY U.S. 2 1,440 2.4 0 0.0 59,568 0 0.0 160 0.2 67,140
NON U.S. 3 6,020 10.1 6,160 10.3 7,360 11.0 5,440 8.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 7,460 12.5 6,160 10.3 7,360 11.0 5,600 8.3
NYME CRUDE OIL, LIGHT SWEET U.S. 5 79,980 4.6 95,559 5.6 1,720,275 130,331 4.9 128,962 4.9 2,648,082
NON U.S. 13 130,959 7.6 176,980 10.3 225,511 8.5 201,380 7.6
---- --------- ---- --------- ---- --------- ---- --------- ----
18 210,939 12.2 272,539 15.9 355,842 13.4 330,342 12.5
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 22,323 5.3 37,876 8.9 425,026 38,091 9.1 43,950 10.5 418,114
NON U.S. 8 23,949 5.6 27,652 6.5 21,403 5.1 22,295 5.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 46,272 10.9 65,528 15.4 59,494 14.2 66,245 15.8
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 23,470 7.0 38,540 11.5 336,491 37,877 10.3 21,027 5.7 367,729
NON U.S. 10 48,182 14.3 72,218 21.5 82,829 22.5 48,779 13.3
---- --------- ---- --------- ---- --------- ---- --------- ----
14 71,652 21.3 110,758 33.0 120,706 32.8 69,806 19.0
NYBT SUGAR NO. 11 NON U.S. 5 8,290 1.5 7,445 1.3 571,400 3,123 0.6 7,490 1.5 486,053
CMX SILVER U.S. 1 2,109 2.6 3,332 4.1 80,618 4,600 8.0 1,880 3.3 57,674
NON U.S. 4 7,535 9.3 5,847 7.3 4,775 8.3 4,884 8.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,644 11.9 9,179 11.4 9,375 16.3 6,764 11.8
CMX GOLD U.S. 1 14,129 5.2 26,422 9.8 269,398 12,711 6.5 7,095 3.7 194,305
NON U.S. 7 44,035 16.3 41,028 15.2 31,810 16.4 40,005 20.6
---- --------- ---- --------- ---- --------- ---- --------- ----
8 58,164 21.5 67,450 25.0 44,521 22.9 47,100 24.3
CME EURO FX U.S. 2 883 1.1 535 0.6 82,505 1,532 1.6 1,702 1.8 96,499
NON U.S. 3 5,698 6.9 617 0.7 3,771 3.9 1,171 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 6,581 8.0 1,152 1.3 5,303 5.5 2,873 3.0
CME 3-MONTH EURODOLLARS U.S. 9 319,747 2.2 238,953 1.7 14,242,980 281,779 2.3 370,080 3.0 12,421,417
NON U.S. 43 1,986,439 13.9 1,319,485 9.3 1,045,451 8.4 1,200,093 9.7
---- --------- ---- --------- ---- --------- ---- --------- ----
52 2,306,186 16.1 1,558,438 11.0 1,327,230 10.7 1,570,173 12.7
CME S&P 500 STOCK INDEX U.S. 1 120 0.0 0 0.0 267,649 100 0.0 0 0.0 607,168
NON U.S. 4 51 0.0 30 0.0 2,808 0.5 605 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 171 0.0 30 0.0 2,908 0.5 605 0.1
CME E-MINI S&P 500 STOCK INDEX NON U.S. 6 1,350 0.4 387 0.1 310,363 9,946 1.9 2,238 0.4 523,943