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 3,402 2.6 1,355 1.0 131,246 3,015 2.2 355 0.3 139,946
CBT CORN U.S. 1 0 0.0 100 0.0 481,453 0 0.0 100 0.0 330,364
NON U.S. 6 17,637 3.7 1,214 0.3 15,313 4.6 800 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 17,637 3.7 1,314 0.3 15,313 4.6 900 0.2
CBT SOYBEANS NON U.S. 6 2,488 0.9 231 0.1 274,160 1,541 0.7 125 0.1 219,499
CBT U.S. TREASURY BONDS U.S. 3 4,316 1.5 2,750 0.9 289,620 4,050 1.0 1,384 0.3 403,496
NON U.S. 6 1,300 0.4 8,300 2.9 13,104 3.2 2,504 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 5,616 1.9 11,050 3.8 17,154 4.2 3,888 0.9
NYME NATURAL GAS U.S. 3 4,710 0.8 8,490 1.4 603,275 9,085 1.7 3,910 0.7 541,806
NON U.S. 5 353,780 58.6 2,011 0.3 353,708 65.3 3,798 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
8 358,490 59.4 10,501 1.7 362,793 67.0 7,708 1.4
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 6 119,783 4.3 129,241 4.7 2,768,499 125,967 5.2 137,511 5.7 2,412,792
NON U.S. 9 278,423 10.1 637,603 23.0 274,499 11.4 539,719 22.4
---- --------- ---- --------- ---- --------- ---- --------- ----
15 398,206 14.4 766,844 27.7 400,466 16.6 677,230 28.1
NYBT COTTON NO. 2 NON U.S. 5 1,300 0.7 900 0.5 199,375 7,010 4.5 400 0.3 156,732
CBT 2-YEAR U.S. TREASURY NOTES U.S. 2 4,000 7.4 1,500 2.8 54,008 0 0.0 0 0.0 53,670
NON U.S. 4 1,098 2.0 2,049 3.8 1,200 2.2 293 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 5,098 9.4 3,549 6.6 1,200 2.2 293 0.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 35,362 3.4 64,286 6.2 1,044,061 41,126 3.7 49,084 4.5 1,098,181
NON U.S. 28 21,516 2.1 30,853 3.0 57,815 5.3 20,854 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
34 56,878 5.5 95,139 9.2 98,941 9.0 69,938 6.4
CBT 5-YEAR U.S. TREASURY NOTES U.S. 3 33,200 5.5 32,300 5.4 600,130 4,600 1.5 24,950 8.2 306,058
NON U.S. 15 35,850 6.0 32,075 5.3 28,750 9.4 6,032 2.0
---- --------- ---- --------- ---- --------- ---- --------- ----
18 69,050 11.5 64,375 10.7 33,350 10.9 30,982 10.2
CBT 30-DAY FEDERAL FUNDS U.S. 3 2,000 0.9 600 0.3 214,446 2,541 1.0 3,600 1.4 255,901
NON U.S. 14 29,725 13.9 22,405 10.4 18,336 7.2 9,233 3.6
---- --------- ---- --------- ---- --------- ---- --------- ----
17 31,725 14.8 23,005 10.7 20,877 8.2 12,833 5.0
NYME PJM ELECTRICITY MONTHLY U.S. 2 2,080 3.0 600 0.9 69,395 1,000 1.3 360 0.5 75,140
NON U.S. 3 6,900 9.9 3,600 5.2 7,580 10.1 3,520 4.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 8,980 12.9 4,200 6.1 8,580 11.4 3,880 5.2
NYME CRUDE OIL, LIGHT SWEET U.S. 5 66,035 4.3 87,160 5.7 1,528,711 107,933 4.6 121,677 5.2 2,347,144
NON U.S. 12 113,004 7.4 179,482 11.7 216,446 9.2 163,167 7.0
---- --------- ---- --------- ---- --------- ---- --------- ----
17 179,039 11.7 266,642 17.4 324,379 13.8 284,844 12.2
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 15,099 4.9 26,270 8.5 308,054 24,206 6.9 25,825 7.4 350,838
NON U.S. 6 13,949 4.5 21,039 6.8 24,588 7.0 21,268 6.1
---- --------- ---- --------- ---- --------- ---- --------- ----
11 29,048 9.4 47,309 15.3 48,794 13.9 47,093 13.5
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 21,780 7.3 32,255 10.8 298,010 36,418 10.3 17,507 5.0 352,104
NON U.S. 9 46,086 15.5 63,602 21.3 81,467 23.1 45,480 12.9
---- --------- ---- --------- ---- --------- ---- --------- ----
13 67,866 22.8 95,857 32.1 117,885 33.4 62,987 17.9
NYBT SUGAR NO. 11 NON U.S. 7 10,952 2.1 3,965 0.8 516,328 2,265 0.7 629 0.2 347,769
CMX SILVER U.S. 1 1,329 1.7 4,359 5.6 77,200 3,350 8.3 970 2.4 40,549
NON U.S. 5 6,723 8.7 7,937 10.3 3,245 8.0 7,109 17.5
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,052 10.4 12,296 15.9 6,595 16.3 8,079 19.9
CMX GOLD U.S. 3 6,014 3.2 19,627 10.4 188,293 4,265 3.2 12,065 9.0 134,000
NON U.S. 5 25,655 13.6 38,127 20.2 17,205 12.8 26,664 19.9
---- --------- ---- --------- ---- --------- ---- --------- ----
8 31,669 16.8 57,754 30.6 21,470 16.0 38,729 28.9
CME CANADIAN DOLLAR U.S. 2 850 2.2 2,199 5.7 38,336 755 1.9 848 2.2 39,108
NON U.S. 3 2,875 7.5 915 2.4 2,710 6.9 1,279 3.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,725 9.7 3,114 8.1 3,465 8.8 2,127 5.5
CME EURO FX U.S. 2 2,791 3.5 2,685 3.4 79,459 2,515 2.4 4,786 4.7 102,857
NON U.S. 6 1,361 1.7 2,722 3.4 5,343 5.2 926 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
8 4,152 5.2 5,407 6.8 7,858 7.6 5,712 5.6
CME 3-MONTH EURODOLLARS U.S. 9 316,272 1.7 347,213 1.9 18,102,444 297,429 2.3 284,251 2.2 12,795,479
NON U.S. 53 1,864,327 10.3 1,341,186 7.4 997,490 7.8 877,817 6.9
---- --------- ---- --------- ---- --------- ---- --------- ----
62 2,180,599 12.0 1,688,399 9.3 1,294,919 10.1 1,162,068 9.1
CME S&P 500 STOCK INDEX U.S. 2 210 0.1 0 0.0 285,653 1,500 0.2 1,000 0.1 755,631
NON U.S. 4 244 0.1 163 0.1 1,807 0.2 1,927 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 454 0.2 163 0.1 3,307 0.4 2,927 0.4
CME E-MINI S&P 500 STOCK INDEX U.S. 1 0 0.0 0 0.0 291,017 300 0.1 0 0.0 347,676
NON U.S. 4 300 0.1 200 0.1 4,817 1.4 2,100 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 300 0.1 200 0.1 5,117 1.5 2,100 0.6