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 0.0 750 0.4 212,769 0 0.0 750 0.4 201,752
NON U.S. 9 10,361 4.9 3,111 1.5 9,922 4.9 3,636 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
10 10,361 4.9 3,861 1.9 9,922 4.9 4,386 2.2
CBT CORN U.S. 1 500 0.0 0 0.0 1,044,345 0 0.0 0 0.0 874,095
NON U.S. 8 41,457 4.0 3,356 0.3 52,182 6.0 4,063 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
9 41,957 4.0 3,356 0.3 52,182 6.0 4,063 0.5
CBT SOYBEANS U.S. 1 500 0.1 0 0.0 338,919 0 0.0 0 0.0 272,407
NON U.S. 7 2,567 0.8 2,008 0.6 2,586 0.9 1,382 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 3,067 0.9 2,008 0.6 2,586 0.9 1,382 0.5
CBT U.S. TREASURY BONDS U.S. 2 1,450 0.4 6,994 2.2 324,406 5,807 1.8 4,394 1.4 315,197
NON U.S. 5 550 0.2 422 0.1 5,500 1.7 10 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 2,000 0.6 7,416 2.3 11,307 3.5 4,404 1.4
NYME NATURAL GAS U.S. 3 3,270 0.6 3,840 0.7 522,300 8,925 2.0 865 0.2 455,518
NON U.S. 5 298,250 57.1 4,209 0.8 299,590 65.8 470 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 301,520 57.7 8,049 1.5 308,515 67.8 1,335 0.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 137,654 4.6 150,082 5.0 3,024,042 148,896 5.0 168,765 5.7 2,980,230
NON U.S. 9 197,047 6.5 512,108 16.9 228,163 7.7 457,378 15.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 334,701 11.1 662,190 21.9 377,059 12.7 626,143 21.0
CBT 2-YEAR U.S. TREASURY NOTES U.S. 1 480 0.4 192 0.2 125,730 0 0.0 0 0.0 20,694
NON U.S. 4 2,065 1.6 24,006 19.1 0 0.0 500 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,545 2.0 24,198 19.3 0 0.0 500 2.4
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 53,250 5.0 16,988 1.6 1,058,653 93,221 8.6 11,943 1.1 1,087,833
NON U.S. 27 23,720 2.2 65,186 6.2 80,762 7.4 49,196 4.5
---- --------- ---- --------- ---- --------- ---- --------- ----
32 76,970 7.2 82,174 7.8 173,983 16.0 61,139 5.6
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 54,213 18.0 3,500 1.2 300,924 7,760 5.0 6,759 4.4 153,738
NON U.S. 9 5,000 1.7 35,350 11.7 29,678 19.3 2,900 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
13 59,213 19.7 38,850 12.9 37,438 24.3 9,659 6.3
CBT 30-DAY FEDERAL FUNDS U.S. 2 4,450 2.7 5,300 3.2 167,090 2,440 2.2 11,000 9.9 111,564
NON U.S. 14 19,250 11.5 5,805 3.5 2,150 1.9 2,655 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
16 23,700 14.2 11,105 6.7 4,590 4.1 13,655 12.3
NYME PJM ELECTRICITY MONTHLY U.S. 2 13,160 15.5 3,280 3.9 84,688 4,520 5.2 4,680 5.3 87,620
NON U.S. 3 7,560 8.9 8,760 10.3 9,280 10.6 7,540 8.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 20,720 24.4 12,040 14.2 13,800 15.8 12,220 13.9
NYME CRUDE OIL, LIGHT SWEET U.S. 4 96,324 5.0 106,000 5.5 1,931,685 160,784 5.7 157,516 5.6 2,798,779
NON U.S. 13 157,564 8.2 170,190 8.8 276,706 9.9 212,602 7.6
---- --------- ---- --------- ---- --------- ---- --------- ----
17 253,888 13.2 276,190 14.3 437,490 15.6 370,118 13.2
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 29,821 6.2 41,514 8.7 478,550 54,629 10.9 53,300 10.7 500,212
NON U.S. 7 33,274 7.0 34,991 7.3 23,257 4.6 33,375 6.7
---- --------- ---- --------- ---- --------- ---- --------- ----
12 63,095 13.2 76,505 16.0 77,886 15.5 86,675 17.4
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 26,555 6.8 36,960 9.5 390,716 39,493 10.5 25,957 6.9 376,817
NON U.S. 9 72,692 18.6 98,303 25.2 76,778 20.4 50,884 13.5
---- --------- ---- --------- ---- --------- ---- --------- ----
13 99,247 25.4 135,263 34.7 116,271 30.9 76,841 20.4
NYBT SUGAR NO. 11 U.S. 1 4,899 0.8 7,570 1.3 593,586 650 0.1 14,709 3.4 436,046
NON U.S. 7 15,414 2.6 14,412 2.4 7,975 1.8 15,033 3.4
---- --------- ---- --------- ---- --------- ---- --------- ----
8 20,313 3.4 21,982 3.7 8,625 1.9 29,742 6.8
CMX SILVER U.S. 1 3,374 3.3 2,830 2.8 100,861 3,541 4.9 2,280 3.1 72,876
NON U.S. 6 10,622 10.5 9,710 9.6 5,381 7.4 14,434 19.8
---- --------- ---- --------- ---- --------- ---- --------- ----
7 13,996 13.8 12,540 12.4 8,922 12.3 16,714 22.9
CMX GOLD U.S. 1 22,057 10.0 28,350 12.8 220,910 14,195 9.9 12,102 8.4 143,960
NON U.S. 5 26,523 12.0 22,996 10.4 14,362 10.0 25,373 17.6
---- --------- ---- --------- ---- --------- ---- --------- ----
6 48,580 22.0 51,346 23.2 28,557 19.9 37,475 26.0
NYME RBOB AVG PRICE OPTIONS U.S. 3 575 7.3 0 0.0 7,905 0 0.0 0 0.0 1,756
NON U.S. 2 225 2.8 30 0.4 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 800 10.1 30 0.4 0 0.0 0 0.0
CME 3-MONTH EURODOLLARS U.S. 9 343,056 2.4 383,476 2.7 14,183,514 356,618 3.8 529,354 5.6 9,404,827
NON U.S. 47 1,685,256 11.9 1,523,546 10.7 876,726 9.3 1,065,891 11.3
---- --------- ---- --------- ---- --------- ---- --------- ----
56 2,028,312 14.3 1,907,022 13.4 1,233,344 13.1 1,595,245 16.9
CME E-MINI S&P 500 STOCK INDEX U.S. 2 0 0.0 0 0.0 357,241 1,300 0.2 350 0.1 535,718
NON U.S. 6 2,150 0.6 15 0.0 6,670 1.2 555 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 2,150 0.6 15 0.0 7,970 1.4 905 0.2