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. 7 4,805 2.3 3,491 1.7 208,018 10,690 4.1 1,675 0.6 259,858
CBT CORN U.S. 1 250 0.0 0 0.0 886,740 250 0.0 0 0.0 654,973
NON U.S. 8 18,719 2.1 3,769 0.4 17,189 2.6 575 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
9 18,969 2.1 3,769 0.4 17,439 2.6 575 0.1
CBT U.S. TREASURY BONDS U.S. 3 8,022 2.3 2,549 0.7 343,708 13,669 2.8 3,700 0.7 494,461
NON U.S. 5 300 0.1 3,300 1.0 30,031 6.1 5,251 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 8,322 2.4 5,849 1.7 43,700 8.9 8,951 1.8
NYME NATURAL GAS U.S. 4 4,960 0.8 7,995 1.3 606,959 9,285 1.8 3,815 0.7 526,847
NON U.S. 5 354,639 58.4 2,475 0.4 354,342 67.3 4,102 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 359,599 59.2 10,470 1.7 363,627 69.1 7,917 1.5
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 5 115,258 4.3 120,358 4.4 2,711,272 127,353 5.2 138,799 5.7 2,433,561
NON U.S. 9 306,147 11.3 661,597 24.4 295,836 12.2 555,064 22.8
---- --------- ---- --------- ---- --------- ---- --------- ----
14 421,405 15.6 781,955 28.8 423,189 17.4 693,863 28.5
NYBT COTTON NO. 2 NON U.S. 5 4,985 1.8 2,835 1.0 282,176 195 0.1 350 0.1 235,297
CBT 2-YEAR U.S. TREASURY NOTES U.S. 3 3,050 5.2 0 0.0 58,997 92 0.5 0 0.0 19,366
NON U.S. 3 3,000 5.1 0 0.0 1,269 6.6 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 6,050 10.3 0 0.0 1,361 7.1 0 0.0
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 63,687 4.4 70,870 4.9 1,452,294 79,610 4.5 66,742 3.8 1,762,836
NON U.S. 35 48,526 3.3 29,354 2.0 122,333 6.9 55,206 3.1
---- --------- ---- --------- ---- --------- ---- --------- ----
43 112,213 7.7 100,224 6.9 201,943 11.4 121,948 6.9
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 32,450 5.4 34,818 5.8 602,484 38,400 9.4 33,150 8.2 406,730
NON U.S. 14 20,869 3.5 14,850 2.5 43,550 10.7 2,900 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
19 53,319 8.9 49,668 8.3 81,950 20.1 36,050 8.9
CBT 30-DAY FEDERAL FUNDS U.S. 4 8,863 1.7 4,800 0.9 536,531 29,949 5.0 21,786 3.6 601,262
NON U.S. 24 46,199 8.6 29,287 5.5 90,453 15.0 35,304 5.9
---- --------- ---- --------- ---- --------- ---- --------- ----
28 55,062 10.3 34,087 6.4 120,402 20.0 57,090 9.5
NYME PJM ELECTRICITY MONTHLY U.S. 2 2,300 3.3 1,200 1.7 69,115 1,300 1.7 960 1.2 78,740
NON U.S. 3 6,260 9.1 3,160 4.6 8,400 10.7 2,300 2.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 8,560 12.4 4,360 6.3 9,700 12.4 3,260 4.1
NYME CRUDE OIL, LIGHT SWEET U.S. 5 93,712 5.7 88,500 5.3 1,657,180 132,460 5.1 138,862 5.3 2,605,775
NON U.S. 11 126,390 7.6 197,549 11.9 252,886 9.7 198,563 7.6
---- --------- ---- --------- ---- --------- ---- --------- ----
16 220,102 13.3 286,049 17.2 385,346 14.8 337,425 12.9
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 17,775 5.6 25,447 8.0 316,631 19,506 5.7 25,725 7.5 343,476
NON U.S. 9 18,774 5.9 29,239 9.2 31,635 9.2 20,315 5.9
---- --------- ---- --------- ---- --------- ---- --------- ----
14 36,549 11.5 54,686 17.2 51,141 14.9 46,040 13.4
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 22,988 7.7 31,910 10.7 298,388 35,613 10.6 15,082 4.5 335,042
NON U.S. 9 44,803 15.0 67,822 22.7 83,121 24.8 46,194 13.8
---- --------- ---- --------- ---- --------- ---- --------- ----
13 67,791 22.7 99,732 33.4 118,734 35.4 61,276 18.3
NYBT SUGAR NO. 11 NON U.S. 7 10,852 2.2 3,790 0.8 495,029 2,565 0.8 440 0.1 336,044
NYBT COFFEE C U.S. 1 500 0.3 0 0.0 148,376 0 0.0 300 0.3 87,453
NON U.S. 4 450 0.3 2,275 1.5 1,992 2.3 2,235 2.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 950 0.6 2,275 1.5 1,992 2.3 2,535 2.9
CMX SILVER U.S. 3 2,549 2.7 4,029 4.3 92,724 3,600 6.8 1,320 2.5 53,171
NON U.S. 4 7,864 8.5 10,423 11.2 4,885 9.2 7,643 14.4
---- --------- ---- --------- ---- --------- ---- --------- ----
7 10,413 11.2 14,452 15.5 8,485 16.0 8,963 16.9
CMX GOLD U.S. 3 10,036 3.8 36,825 14.1 261,710 15,631 7.1 24,990 11.4 219,281
NON U.S. 5 37,610 14.4 50,334 19.2 36,291 16.5 35,646 16.3
---- --------- ---- --------- ---- --------- ---- --------- ----
8 47,646 18.2 87,159 33.3 51,922 23.6 60,636 27.7
CME CANADIAN DOLLAR U.S. 2 800 2.3 2,231 6.3 35,324 579 1.6 848 2.4 35,563
NON U.S. 3 2,050 5.8 486 1.4 2,585 7.3 1,080 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,850 8.1 2,717 7.7 3,164 8.9 1,928 5.4
CME EURO FX U.S. 2 3,343 4.1 3,084 3.8 81,829 2,516 2.6 5,192 5.5 94,969
NON U.S. 7 2,821 3.4 2,677 3.3 7,051 7.4 1,222 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
9 6,164 7.5 5,761 7.1 9,567 10.0 6,414 6.8
CME 3-MONTH EURODOLLARS U.S. 9 292,696 1.9 328,921 2.1 15,598,937 292,000 2.4 285,638 2.4 12,033,579
NON U.S. 52 1,756,669 11.3 1,235,425 7.9 901,538 7.5 772,809 6.4
---- --------- ---- --------- ---- --------- ---- --------- ----
61 2,049,365 13.2 1,564,346 10.0 1,193,538 9.9 1,058,447 8.8
CME S&P 500 STOCK INDEX U.S. 2 210 0.1 0 0.0 323,773 1,500 0.2 1,000 0.1 848,494
NON U.S. 3 1,866 0.6 0 0.0 508 0.1 30 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,076 0.7 0 0.0 2,008 0.3 1,030 0.1