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 25 0.0 138,030 0 0.0 0 0.0 135,410
NON U.S. 5 2,455 1.8 2,285 1.7 8,490 6.3 925 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
6 2,455 1.8 2,310 1.7 8,490 6.3 925 0.7
CBT CORN U.S. 2 250 0.0 0 0.0 795,279 278 0.0 0 0.0 601,470
NON U.S. 6 10,171 1.3 3,970 0.5 18,727 3.1 600 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 10,421 1.3 3,970 0.5 19,005 3.1 600 0.1
CBT U.S. TREASURY BONDS U.S. 2 36 0.0 250 0.1 254,073 7,329 2.2 250 0.1 330,203
NON U.S. 5 0 0.0 0 0.0 18,520 5.6 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 36 0.0 250 0.1 25,849 7.8 250 0.1
NYME NATURAL GAS U.S. 4 8,940 1.3 10,395 1.6 664,699 11,505 1.9 8,765 1.4 610,701
NON U.S. 6 356,848 53.7 5,254 0.8 357,512 58.5 8,556 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
10 365,788 55.0 15,649 2.4 369,017 60.4 17,321 2.8
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 5 122,682 4.1 127,070 4.3 2,965,485 138,849 4.8 131,317 4.6 2,878,117
NON U.S. 10 371,025 12.5 746,422 25.2 341,617 11.9 582,104 20.2
---- --------- ---- --------- ---- --------- ---- --------- ----
15 493,707 16.6 873,492 29.5 480,466 16.7 713,421 24.8
NYBT COTTON NO. 2 NON U.S. 5 5,035 2.0 2,560 1.0 250,059 145 0.1 350 0.2 221,011
CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 117,220 10.1 80,333 6.9 1,158,277 49,666 4.5 96,622 8.7 1,104,535
NON U.S. 23 33,223 2.9 21,607 1.9 61,634 5.6 31,517 2.9
---- --------- ---- --------- ---- --------- ---- --------- ----
27 150,443 13.0 101,940 8.8 111,300 10.1 128,139 11.6
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 22,400 3.9 5,600 1.0 569,540 43,100 13.7 9,400 3.0 315,461
NON U.S. 12 73,029 12.8 33,350 5.9 17,825 5.7 3,200 1.0
---- --------- ---- --------- ---- --------- ---- --------- ----
16 95,429 16.7 38,950 6.9 60,925 19.4 12,600 4.0
CBT 30-DAY FEDERAL FUNDS U.S. 3 2,483 0.6 10,753 2.5 426,399 18,667 4.1 10,500 2.3 454,567
NON U.S. 12 5,532 1.3 6,502 1.5 34,419 7.6 4,300 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
15 8,015 1.9 17,255 4.0 53,086 11.7 14,800 3.2
NYME PJM ELECTRICITY MONTHLY U.S. 2 380 0.5 960 1.3 72,847 820 1.2 840 1.2 70,300
NON U.S. 3 4,360 6.0 1,400 1.9 6,040 8.6 920 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,740 6.5 2,360 3.2 6,860 9.8 1,760 2.5
NYME CRUDE OIL, LIGHT SWEET U.S. 4 87,382 5.8 106,167 7.0 1,506,524 103,072 5.8 101,982 5.8 1,766,736
NON U.S. 12 131,387 8.7 197,370 13.1 195,191 11.0 156,332 8.8
---- --------- ---- --------- ---- --------- ---- --------- ----
16 218,769 14.5 303,537 20.1 298,263 16.8 258,314 14.6
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 9,148 4.0 21,600 9.3 231,076 11,425 4.7 15,000 6.2 241,365
NON U.S. 9 15,374 6.7 23,839 10.3 30,875 12.8 16,325 6.8
---- --------- ---- --------- ---- --------- ---- --------- ----
14 24,522 10.7 45,439 19.6 42,300 17.5 31,325 13.0
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 20,975 7.4 28,740 10.1 283,436 30,060 11.0 16,453 6.0 274,133
NON U.S. 9 50,313 17.8 66,825 23.6 76,864 28.0 49,914 18.2
---- --------- ---- --------- ---- --------- ---- --------- ----
13 71,288 25.2 95,565 33.7 106,924 39.0 66,367 24.2
NYBT SUGAR NO. 11 NON U.S. 9 18,187 3.2 4,680 0.8 562,710 5,190 2.0 1,494 0.6 253,415
CMX SILVER U.S. 2 2,129 3.1 2,429 3.5 68,778 3,400 10.4 600 1.8 32,612
NON U.S. 4 4,624 6.7 8,749 12.7 3,835 11.8 3,268 10.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 6,753 9.8 11,178 16.2 7,235 22.2 3,868 11.8
CMX GOLD U.S. 3 11,166 4.6 20,650 8.6 240,812 9,755 7.0 17,310 12.4 140,075
NON U.S. 6 40,370 16.8 45,328 18.8 23,546 16.8 26,671 19.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 51,536 21.4 65,978 27.4 33,301 23.8 43,981 31.4
CME CANADIAN DOLLAR U.S. 2 1,879 6.3 2,765 9.2 30,011 2,120 8.0 548 2.1 26,369
NON U.S. 3 1,120 3.7 500 1.7 3,860 14.6 100 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,999 10.0 3,265 10.9 5,980 22.6 648 2.5
CME EURO FX U.S. 2 7,716 10.5 5,832 7.9 73,802 6,905 7.8 9,676 10.9 88,387
NON U.S. 3 2,099 2.8 2,010 2.7 6,239 7.1 823 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,815 13.3 7,842 10.6 13,144 14.9 10,499 11.8
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 2 250 0.7 325 1.0 33,905 50 0.2 25 0.1 28,187
NON U.S. 3 2,929 8.6 1,700 5.0 2,150 7.6 1,635 5.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,179 9.3 2,025 6.0 2,200 7.8 1,660 5.9
CME 3-MONTH EURODOLLARS U.S. 9 490,021 2.5 631,664 3.3 19,431,612 468,068 3.2 376,415 2.6 14,625,941
NON U.S. 55 2,000,709 10.3 1,596,694 8.2 1,063,756 7.3 910,625 6.2
---- --------- ---- --------- ---- --------- ---- --------- ----
64 2,490,730 12.8 2,228,358 11.5 1,531,824 10.5 1,287,040 8.8
CME S&P 500 STOCK INDEX U.S. 1 120 0.0 0 0.0 345,227 0 0.0 0 0.0 808,108
NON U.S. 5 1,516 0.4 26 0.0 1,395 0.2 1,338 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 1,636 0.4 26 0.0 1,395 0.2 1,338 0.2
CME E-MINI S&P 500 STOCK INDEX U.S. 1 0 0.0 0 0.0 329,293 900 0.2 0 0.0 419,861
NON U.S. 7 0 0.0 1,160 0.4 11,436 2.7 960 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
8 0 0.0 1,160 0.4 12,336 2.9 960 0.2