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 0.0 550 0.4 155,336 1,150 0.7 550 0.4 155,523 NON U.S. 8 5,119 3.3 2,641 1.7 4,407 2.8 3,132 2.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 5,119 3.3 3,191 2.1 5,557 3.5 3,682 2.4 CBT CORN U.S. 1 0 0.0 0 0.0 979,673 100 0.0 0 0.0 886,314 NON U.S. 9 46,670 4.8 9,332 1.0 39,153 4.4 14,971 1.7 ---- --------- ---- --------- ---- --------- ---- --------- ---- 10 46,670 4.8 9,332 1.0 39,253 4.4 14,971 1.7 CBT SOYBEANS U.S. 1 50 0.0 50 0.0 319,270 1,000 0.4 0 0.0 255,997 NON U.S. 10 3,626 1.1 2,678 0.8 3,733 1.5 1,567 0.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 11 3,676 1.1 2,728 0.8 4,733 1.9 1,567 0.6 CBT U.S. TREASURY BONDS U.S. 3 2,000 0.9 0 0.0 211,358 5,416 1.9 2,000 0.7 280,605 NON U.S. 2 0 0.0 30 0.0 3,200 1.1 2,600 0.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 2,000 0.9 30 0.0 8,616 3.0 4,600 1.6 NYME HEATING OIL AVG PRICE OPTIONS U.S. 2 3,980 6.2 1,300 2.0 64,592 1,675 4.1 2,025 4.9 41,102 NON U.S. 3 1,375 2.1 1,120 1.7 1,175 2.9 878 2.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 5,355 8.3 2,420 3.7 2,850 7.0 2,903 7.0 NYME EUR STYLE HEATING OIL OPTIONS U.S. 2 300 1.2 200 0.8 25,180 250 1.6 500 3.2 15,606 NON U.S. 3 2,125 8.4 650 2.6 1,601 10.3 400 2.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 2,425 9.6 850 3.4 1,851 11.9 900 5.8 ICE NATURAL GAS PENULTIMATE ICE U.S. 2 74,230 7.3 114,180 11.2 1,023,210 111,030 10.4 67,380 6.3 1,070,650 NON U.S. 4 21,900 2.1 30,040 2.9 44,600 4.2 22,940 2.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 96,130 9.4 144,220 14.1 155,630 14.6 90,320 8.4 NYME NATURAL GAS U.S. 3 4,915 0.9 3,914 0.7 548,193 8,777 2.1 978 0.2 415,694 NON U.S. 6 269,565 49.2 7,879 1.4 271,765 65.4 1,955 0.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 274,480 50.1 11,793 2.1 280,542 67.5 2,933 0.7 NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 133,887 4.1 182,081 5.6 3,267,508 180,416 5.6 184,112 5.7 3,205,518 NON U.S. 9 165,311 5.1 467,379 14.3 219,415 6.8 410,047 12.8 ---- --------- ---- --------- ---- --------- ---- --------- ---- 13 299,198 9.2 649,460 19.9 399,831 12.4 594,159 18.5 CBT 2-YEAR U.S. TREASURY NOTES U.S. 1 750 1.6 0 0.0 47,441 1,250 4.2 0 0.0 29,497 NON U.S. 4 0 0.0 3,350 7.1 751 2.5 1,600 5.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 750 1.6 3,350 7.1 2,001 6.7 1,600 5.4 CBT 10-YEAR U.S. TREASURY NOTES U.S. 3 44,650 10.3 3,124 0.7 435,431 88,466 13.4 29,940 4.5 659,430 NON U.S. 21 7,900 1.8 10,604 2.4 61,788 9.4 41,362 6.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 24 52,550 12.1 13,728 3.1 150,254 22.8 71,302 10.8 CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 18,813 8.3 800 0.4 227,023 26,118 17.0 12,918 8.4 153,842 NON U.S. 7 3,850 1.7 26,250 11.6 5,350 3.5 2,000 1.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 11 22,663 10.0 27,050 12.0 31,468 20.5 14,918 9.7 CBT 30-DAY FEDERAL FUNDS U.S. 4 21,125 2.7 18,975 2.4 784,841 3,405 1.4 14,505 5.9 247,106 NON U.S. 14 73,250 9.3 59,480 7.6 2,150 0.9 3,705 1.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 18 94,375 12.0 78,455 10.0 5,555 2.3 18,210 7.4 NYME CRUDE OIL, LIGHT SWEET U.S. 4 115,509 5.7 127,017 6.3 2,022,001 142,868 5.2 192,252 7.0 2,731,216 NON U.S. 15 182,450 9.0 243,741 12.1 384,794 14.1 297,903 10.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 19 297,959 14.7 370,758 18.4 527,662 19.3 490,155 17.9 NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 29,862 6.1 44,191 9.0 492,532 62,475 11.4 53,500 9.7 549,603 NON U.S. 9 44,810 9.1 37,161 7.5 52,139 9.5 36,187 6.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 14 74,672 15.2 81,352 16.5 114,614 20.9 89,687 16.3 NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 27,645 7.0 36,650 9.2 396,660 35,810 8.0 28,808 6.4 450,224 NON U.S. 10 76,286 19.2 93,645 23.6 138,799 30.8 100,377 22.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 14 103,931 26.2 130,295 32.8 174,609 38.8 129,185 28.7 ICUS SUGAR NO. 11 U.S. 1 5,374 0.9 6,860 1.1 613,006 800 0.2 13,305 3.1 430,203 NON U.S. 5 16,079 2.6 22,522 3.7 9,585 2.2 16,071 3.7 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 21,453 3.5 29,382 4.8 10,385 2.4 29,376 6.8 CMX SILVER U.S. 1 2,120 2.2 2,331 2.4 96,710 581 1.3 300 0.7 45,407 NON U.S. 6 8,791 9.1 9,160 9.5 3,122 6.9 9,965 21.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 10,911 11.3 11,491 11.9 3,703 8.2 10,265 22.6 CMX GOLD U.S. 1 29,116 9.1 42,563 13.3 319,969 12,749 7.1 9,947 5.5 179,608 NON U.S. 6 42,243 13.2 35,117 11.0 23,365 13.0 34,546 19.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 71,359 22.3 77,680 24.3 36,114 20.1 44,493 24.7 NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 620 1.2 800 1.5 53,468 210 0.9 50 0.2 24,561 NON U.S. 3 1,965 3.7 1,557 2.9 1,425 5.8 2,307 9.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 2,585 4.9 2,357 4.4 1,635 6.7 2,357 9.6 CME 3-MONTH EURODOLLARS U.S. 11 350,688 2.6 415,868 3.0 13,711,860 117,078 1.5 194,730 2.5 7,740,828 NON U.S. 43 1,582,072 11.5 1,578,340 11.5 669,797 8.7 1,087,592 14.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 54 1,932,760 14.1 1,994,208 14.5 786,875 10.2 1,282,322 16.6 CME E-MINI S&P 500 STOCK INDEX NON U.S. 10 3,300 1.0 363 0.1 325,953 17,079 3.2 600 0.1 527,583