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. 5 3,465 1.9 3,344 1.9 178,990 9,027 4.1 1,712 0.8 219,062 CBT CORN U.S. 2 250 0.0 0 0.0 862,687 278 0.0 0 0.0 640,253 NON U.S. 7 13,440 1.6 4,300 0.5 18,308 2.9 575 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 13,690 1.6 4,300 0.5 18,586 2.9 575 0.1 CBT U.S. TREASURY BONDS U.S. 2 2,336 0.7 250 0.1 316,170 8,486 1.8 700 0.1 477,473 NON U.S. 4 0 0.0 0 0.0 26,841 5.6 3,501 0.7 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 2,336 0.7 250 0.1 35,327 7.4 4,201 0.8 NYME NATURAL GAS U.S. 4 4,935 0.8 8,010 1.3 606,647 9,285 1.7 4,330 0.8 541,371 NON U.S. 6 355,529 58.6 2,684 0.4 354,717 65.5 4,856 0.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 10 360,464 59.4 10,694 1.7 364,002 67.2 9,186 1.7 NYME EUR STYLE NATURAL GAS OPTIONS U.S. 5 114,405 4.2 122,505 4.5 2,727,930 128,079 5.1 122,482 4.9 2,507,328 NON U.S. 9 332,623 12.2 698,058 25.6 317,721 12.7 559,195 22.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 14 447,028 16.4 820,563 30.1 445,800 17.8 681,677 27.2 NYBT COTTON NO. 2 NON U.S. 5 5,235 1.9 2,785 1.0 277,862 195 0.1 350 0.1 236,581 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 161,071 12.2 104,606 7.9 1,322,280 69,950 4.6 112,978 7.4 1,520,606 NON U.S. 28 28,150 2.1 30,054 2.3 80,016 5.3 38,597 2.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 33 189,221 14.3 134,660 10.2 149,966 9.9 151,575 9.9 CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 31,194 6.0 12,644 2.4 518,503 37,650 11.3 12,900 3.9 334,074 NON U.S. 11 12,286 2.4 13,016 2.5 23,200 6.9 27,115 8.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 15 43,480 8.4 25,660 4.9 60,850 18.2 40,015 12.0 CBT 30-DAY FEDERAL FUNDS U.S. 2 1,500 0.8 393 0.2 177,331 9,333 2.0 12,260 2.7 456,454 NON U.S. 8 7,845 4.4 6,720 3.8 14,762 3.2 5,100 1.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 10 9,345 5.2 7,113 4.0 24,095 5.2 17,360 3.8 NYME PJM ELECTRICITY MONTHLY U.S. 2 1,800 2.6 920 1.3 70,547 2,320 3.3 800 1.1 69,980 NON U.S. 3 5,180 7.3 2,300 3.3 6,380 9.1 1,320 1.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 6,980 9.9 3,220 4.6 8,700 12.4 2,120 3.0 NYME CRUDE OIL, LIGHT SWEET U.S. 4 87,257 5.8 98,008 6.5 1,496,383 105,800 5.3 112,077 5.7 1,983,120 NON U.S. 10 124,522 8.3 193,275 12.9 211,222 10.7 163,044 8.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 14 211,779 14.1 291,283 19.4 317,022 16.0 275,121 13.9 NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 9,848 3.8 22,635 8.8 256,891 14,575 5.6 18,125 6.9 261,750 NON U.S. 7 17,074 6.6 30,414 11.8 29,550 11.3 17,900 6.8 ---- --------- ---- --------- ---- --------- ---- --------- ---- 12 26,922 10.4 53,049 20.6 44,125 16.9 36,025 13.7 NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 24,178 8.4 30,540 10.7 286,210 34,805 11.9 15,465 5.3 293,570 NON U.S. 9 45,945 16.1 62,977 22.0 76,989 26.2 47,363 16.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 13 70,123 24.5 93,517 32.7 111,794 38.1 62,828 21.4 NYBT SUGAR NO. 11 NON U.S. 6 11,386 2.6 3,370 0.8 433,778 2,565 1.5 440 0.2 176,332 CMX SILVER U.S. 3 2,549 3.3 3,729 4.8 77,101 3,400 8.0 1,320 3.1 42,524 NON U.S. 4 7,619 9.9 9,109 11.8 4,035 9.5 6,293 14.8 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 10,168 13.2 12,838 16.6 7,435 17.5 7,613 17.9 CMX GOLD U.S. 3 12,284 5.3 28,585 12.4 230,038 12,525 7.8 16,785 10.5 160,499 NON U.S. 5 37,394 16.3 39,171 17.0 29,320 18.3 24,966 15.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 49,678 21.6 67,756 29.4 41,845 26.1 41,751 26.1 CME EURO FX U.S. 2 4,063 5.5 3,844 5.2 73,928 3,396 4.4 5,586 7.3 76,802 NON U.S. 5 3,206 4.3 1,866 2.5 6,855 8.9 750 1.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 7,269 9.8 5,710 7.7 10,251 13.3 6,336 8.3 CME 3-MONTH EURODOLLARS U.S. 8 360,500 2.3 354,974 2.3 15,688,382 338,813 2.9 294,071 2.5 11,685,212 NON U.S. 48 1,563,290 10.0 1,148,294 7.3 871,073 7.5 775,886 6.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 56 1,923,790 12.3 1,503,268 9.6 1,209,886 10.4 1,069,957 9.1 CME S&P 500 STOCK INDEX U.S. 1 210 0.1 0 0.0 293,454 0 0.0 0 0.0 792,255 NON U.S. 4 1,506 0.5 1 0.0 5,099 0.6 31 0.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 1,716 0.6 1 0.0 5,099 0.6 31 0.0 CME E-MINI S&P 500 STOCK INDEX U.S. 1 0 0.0 200 0.1 243,765 0 0.0 0 0.0 319,659 NON U.S. 5 440 0.2 140 0.1 11,555 3.6 420 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 440 0.2 340 0.2 11,555 3.6 420 0.1