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. 6 1,559 1.0 1,814 1.2 155,372 10,049 8.6 393 0.3 116,485
CBT CORN U.S. 2 250 0.0 0 0.0 876,468 278 0.0 0 0.0 652,849
NON U.S. 7 12,949 1.5 4,570 0.5 21,238 3.3 849 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
9 13,199 1.5 4,570 0.5 21,516 3.3 849 0.1
CBT U.S. TREASURY BONDS U.S. 3 2,186 0.5 6,650 1.6 421,156 6,061 1.4 5,430 1.2 435,186
NON U.S. 10 2,428 0.6 3,886 0.9 19,385 4.5 13,239 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
13 4,614 1.1 10,536 2.5 25,446 5.9 18,669 4.2
NYME NATURAL GAS U.S. 4 8,005 1.2 9,235 1.4 674,689 12,100 1.9 9,985 1.6 620,700
NON U.S. 6 358,413 53.1 6,904 1.0 358,262 57.7 9,363 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
10 366,418 54.3 16,139 2.4 370,362 59.6 19,348 3.1
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 5 128,739 4.3 137,510 4.5 3,022,604 143,622 5.1 139,832 5.0 2,809,479
NON U.S. 10 401,286 13.3 790,246 26.1 359,411 12.8 600,748 21.4
---- --------- ---- --------- ---- --------- ---- --------- ----
15 530,025 17.6 927,756 30.6 503,033 17.9 740,580 26.4
NYBT COTTON NO. 2 NON U.S. 5 4,985 2.2 2,560 1.1 229,062 135 0.1 0 0.0 225,729
CBT 2-YEAR U.S. TREASURY NOTES U.S. 1 2,000 6.3 0 0.0 31,904 0 0.0 0 0.0 26,152
NON U.S. 4 5,000 15.7 1,150 3.6 1,500 5.7 2,650 10.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 7,000 22.0 1,150 3.6 1,500 5.7 2,650 10.1
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 33,170 2.3 61,475 4.2 1,463,992 24,652 1.2 110,558 5.5 2,028,353
NON U.S. 37 53,839 3.7 45,797 3.1 223,790 11.0 118,166 5.8
---- --------- ---- --------- ---- --------- ---- --------- ----
43 87,009 6.0 107,272 7.3 248,442 12.2 228,724 11.3
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 23,115 5.0 3,150 0.7 460,492 13,328 2.6 14,394 2.9 503,195
NON U.S. 14 37,205 8.1 22,450 4.9 34,653 6.9 21,357 4.2
---- --------- ---- --------- ---- --------- ---- --------- ----
17 60,320 13.1 25,600 5.6 47,981 9.5 35,751 7.1
CBT 30-DAY FEDERAL FUNDS U.S. 3 8,925 1.7 15,551 3.0 524,268 13,762 3.6 11,200 2.9 386,907
NON U.S. 10 9,735 1.9 7,515 1.4 42,175 10.9 5,175 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 18,660 3.6 23,066 4.4 55,937 14.5 16,375 4.2
NYME CRUDE OIL, LIGHT SWEET U.S. 4 86,922 5.5 106,880 6.8 1,573,727 110,252 6.0 95,087 5.2 1,844,179
NON U.S. 15 128,900 8.2 202,331 12.9 198,450 10.8 159,557 8.7
---- --------- ---- --------- ---- --------- ---- --------- ----
19 215,822 13.7 309,211 19.7 308,702 16.8 254,644 13.9
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 8,748 4.1 20,250 9.5 212,476 9,075 4.0 12,560 5.6 224,945
NON U.S. 10 13,499 6.4 23,514 11.1 33,400 14.8 16,400 7.3
---- --------- ---- --------- ---- --------- ---- --------- ----
15 22,247 10.5 43,764 20.6 42,475 18.8 28,960 12.9
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 5 21,465 7.4 29,065 10.0 290,494 30,685 11.2 15,906 5.8 274,202
NON U.S. 9 50,155 17.3 71,080 24.5 76,611 27.9 48,271 17.6
---- --------- ---- --------- ---- --------- ---- --------- ----
14 71,620 24.7 100,145 34.5 107,296 39.1 64,177 23.4
NYBT SUGAR NO. 11 NON U.S. 10 18,365 3.5 4,981 1.0 520,473 6,115 2.4 1,660 0.6 255,418
NYBT COFFEE C NON U.S. 5 840 0.7 1,654 1.3 124,893 300 0.4 1,430 1.8 79,405
CMX SILVER U.S. 2 3,059 4.1 1,429 1.9 75,029 1,400 3.6 600 1.5 39,189
NON U.S. 4 4,554 6.1 9,617 12.8 3,635 9.3 8,599 21.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,613 10.2 11,046 14.7 5,035 12.9 9,199 23.4
CMX GOLD U.S. 2 11,340 5.3 18,782 8.8 212,948 7,265 5.9 14,265 11.7 122,268
NON U.S. 6 36,149 17.0 41,517 19.5 17,179 14.1 25,439 20.8
---- --------- ---- --------- ---- --------- ---- --------- ----
8 47,489 22.3 60,299 28.3 24,444 20.0 39,704 32.5
CME CANADIAN DOLLAR U.S. 2 1,284 6.4 2,430 12.1 20,152 1,870 10.7 303 1.7 17,402
NON U.S. 3 250 1.2 500 2.5 1,200 6.9 100 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,534 7.6 2,930 14.6 3,070 17.6 403 2.3
CME EURO FX U.S. 2 6,546 11.8 4,983 8.9 55,704 6,142 8.8 8,117 11.6 69,899
NON U.S. 3 470 0.8 410 0.7 2,225 3.2 535 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 7,016 12.6 5,393 9.6 8,367 12.0 8,652 12.4
CME 3-MONTH EURODOLLARS U.S. 8 547,387 3.0 717,671 4.0 18,047,697 557,902 3.3 415,795 2.5 16,792,080
NON U.S. 59 1,984,001 11.0 1,645,841 9.1 1,237,060 7.4 1,068,439 6.4
---- --------- ---- --------- ---- --------- ---- --------- ----
67 2,531,388 14.0 2,363,512 13.1 1,794,962 10.7 1,484,234 8.9
CME S&P 500 STOCK INDEX U.S. 1 120 0.0 0 0.0 391,403 0 0.0 0 0.0 1,092,063
NON U.S. 4 2,626 0.7 26 0.0 261 0.0 31 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,746 0.7 26 0.0 261 0.0 31 0.0
CME E-MINI S&P 500 STOCK INDEX U.S. 1 0 0.0 0 0.0 347,752 0 0.0 1,000 0.2 455,857
NON U.S. 5 200 0.1 800 0.2 6,702 1.5 1,415 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 200 0.1 800 0.2 6,702 1.5 2,415 0.5