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 0.1 188,137 0 0.0 200 0.1 190,563
NON U.S. 10 11,732 6.2 2,271 1.2 16,217 8.5 2,442 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
11 11,732 6.2 2,471 1.3 16,217 8.5 2,642 1.4
CBT CORN U.S. 1 500 0.1 0 0.0 998,272 0 0.0 0 0.0 789,202
NON U.S. 9 52,062 5.2 2,557 0.3 55,507 7.0 3,983 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
10 52,562 5.3 2,557 0.3 55,507 7.0 3,983 0.5
CBT SOYBEANS U.S. 1 500 0.2 0 0.0 327,087 0 0.0 0 0.0 255,229
NON U.S. 8 2,462 0.8 1,783 0.5 1,591 0.6 1,417 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 2,962 1.0 1,783 0.5 1,591 0.6 1,417 0.6
CBT U.S. TREASURY BONDS U.S. 3 2,814 0.6 4,802 1.1 451,391 6,817 1.6 6,345 1.5 413,419
NON U.S. 6 1,050 0.2 2,510 0.6 5,950 1.4 4,600 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
9 3,864 0.8 7,312 1.7 12,767 3.0 10,945 2.6
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 2 1,385 2.5 0 0.0 55,708 185 0.3 0 0.0 54,918
NON U.S. 3 3,305 5.9 1,294 2.3 4,000 7.3 2,673 4.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,690 8.4 1,294 2.3 4,185 7.6 2,673 4.9
NYME HEATING OIL AVG PRICE OPTIONS U.S. 2 1,851 4.6 176 0.4 40,219 300 0.9 1,500 4.6 32,587
NON U.S. 3 1,075 2.7 1,450 3.6 2,815 8.6 1,925 5.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,926 7.3 1,626 4.0 3,115 9.5 3,425 10.5
NYME NATURAL GAS U.S. 2 3,280 0.6 3,431 0.7 509,369 8,655 1.8 935 0.2 476,288
NON U.S. 5 306,950 60.3 3,519 0.7 308,705 64.8 490 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 310,230 60.9 6,950 1.4 317,360 66.6 1,425 0.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 135,687 4.5 153,200 5.1 3,022,088 144,314 4.9 157,454 5.4 2,926,181
NON U.S. 7 207,511 6.9 523,811 17.3 228,905 7.8 470,008 16.1
---- --------- ---- --------- ---- --------- ---- --------- ----
11 343,198 11.4 677,011 22.4 373,219 12.7 627,462 21.5
CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 7,254 4.0 8,704 4.8 181,186 0 0.0 0 0.0 34,626
NON U.S. 9 5,343 2.9 14,805 8.2 10,000 28.9 600 1.7
---- --------- ---- --------- ---- --------- ---- --------- ----
13 12,597 6.9 23,509 13.0 10,000 28.9 600 1.7
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 90,561 6.4 56,579 4.0 1,413,515 145,405 9.9 33,698 2.3 1,472,964
NON U.S. 26 30,609 2.2 35,999 2.5 75,162 5.1 35,093 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
32 121,170 8.6 92,578 6.5 220,567 15.0 68,791 4.7
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 79,500 12.3 27,800 4.3 644,528 8,362 2.5 24,156 7.1 338,678
NON U.S. 13 8,283 1.3 30,017 4.7 31,625 9.3 7,881 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
17 87,783 13.6 57,817 9.0 39,987 11.8 32,037 9.4
CBT 30-DAY FEDERAL FUNDS U.S. 2 1,120 0.4 1,670 0.6 296,045 2,900 1.3 9,460 4.2 226,208
NON U.S. 15 46,676 15.8 29,026 9.8 10,025 4.4 2,625 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
17 47,796 16.2 30,696 10.4 12,925 5.7 12,085 5.4
NYME PJM ELECTRICITY MONTHLY U.S. 2 9,130 11.9 2,040 2.7 76,778 2,280 2.8 1,500 1.8 81,520
NON U.S. 3 7,540 9.8 8,400 10.9 9,120 11.2 7,000 8.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 16,670 21.7 10,440 13.6 11,400 14.0 8,500 10.4
NYME CRUDE OIL, LIGHT SWEET U.S. 4 92,519 4.6 104,248 5.2 2,022,689 163,738 5.3 160,804 5.3 3,060,941
NON U.S. 13 163,374 8.1 188,121 9.3 283,945 9.3 235,230 7.7
---- --------- ---- --------- ---- --------- ---- --------- ----
17 255,893 12.7 292,369 14.5 447,683 14.6 396,034 13.0
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 30,851 6.2 44,704 9.0 494,877 52,106 10.2 55,740 10.9 512,867
NON U.S. 8 41,274 8.3 41,337 8.4 27,458 5.4 32,230 6.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 72,125 14.5 86,041 17.4 79,564 15.6 87,970 17.2
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 24,005 6.9 38,425 11.0 348,077 38,311 10.2 23,397 6.2 375,713
NON U.S. 9 48,402 13.9 70,854 20.4 75,831 20.2 48,584 12.9
---- --------- ---- --------- ---- --------- ---- --------- ----
13 72,407 20.8 109,279 31.4 114,142 30.4 71,981 19.1
NYBT SUGAR NO. 11 U.S. 1 5,149 0.9 8,370 1.5 565,046 650 0.2 15,367 3.8 399,934
NON U.S. 7 14,004 2.5 11,501 2.0 6,315 1.6 13,585 3.4
---- --------- ---- --------- ---- --------- ---- --------- ----
8 19,153 3.4 19,871 3.5 6,965 1.8 28,952 7.2
CMX SILVER U.S. 1 3,874 3.9 4,030 4.1 98,269 3,011 4.4 2,530 3.7 68,490
NON U.S. 6 11,012 11.2 8,045 8.2 5,401 7.9 12,794 18.7
---- --------- ---- --------- ---- --------- ---- --------- ----
7 14,886 15.1 12,075 12.3 8,412 12.3 15,324 22.4
CMX GOLD U.S. 1 17,742 6.1 31,004 10.6 292,007 17,965 9.2 15,663 8.0 194,654
NON U.S. 6 44,270 15.2 41,103 14.1 21,963 11.3 39,938 20.5
---- --------- ---- --------- ---- --------- ---- --------- ----
7 62,012 21.3 72,107 24.7 39,928 20.5 55,601 28.5
CME EURO FX U.S. 2 36 0.0 1,134 1.1 99,420 53 0.0 722 0.6 125,306
NON U.S. 3 5,376 5.4 597 0.6 3,704 3.0 1,785 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,412 5.4 1,731 1.7 3,757 3.0 2,507 2.0
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 350 0.4 175 0.2 84,156 25 0.1 0 0.0 41,265
NON U.S. 2 190 0.2 45 0.1 165 0.4 45 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 540 0.6 220 0.3 190 0.5 45 0.1
CME 3-MONTH EURODOLLARS U.S. 8 311,574 2.4 317,422 2.4 13,095,041 197,887 2.3 342,591 3.9 8,746,819
NON U.S. 48 1,546,690 11.8 1,438,747 11.0 836,483 9.6 914,308 10.5
---- --------- ---- --------- ---- --------- ---- --------- ----
56 1,858,264 14.2 1,756,169 13.4 1,034,370 11.9 1,256,899 14.4
CME S&P 500 STOCK INDEX U.S. 1 70 0.0 0 0.0 277,487 200 0.0 0 0.0 612,627
NON U.S. 5 57 0.0 0 0.0 1,019 0.2 1,000 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 127 0.0 0 0.0 1,219 0.2 1,000 0.2
CME E-MINI S&P 500 STOCK INDEX U.S. 1 0 0.0 500 0.2 325,819 1,000 0.2 0 0.0 485,611
NON U.S. 6 2,020 0.6 15 0.0 5,706 1.2 355 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 2,020 0.6 515 0.2 6,706 1.4 355 0.1