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 0.0 850 0.6 153,026 0 0.0 550 0.4 154,789
NON U.S. 8 5,120 3.3 1,555 1.0 6,010 3.9 1,457 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 5,120 3.3 2,405 1.6 6,010 3.9 2,007 1.3
CBT CORN NON U.S. 8 34,306 3.5 2,967 0.3 994,220 51,972 5.9 6,063 0.7 877,943
CBT SOYBEANS NON U.S. 5 2,597 0.9 1,328 0.5 278,376 2,286 1.1 812 0.4 212,177
CBT U.S. TREASURY BONDS U.S. 3 1,403 0.3 6,097 1.4 425,368 3,203 0.9 1,597 0.5 344,910
NON U.S. 8 2,200 0.5 1,427 0.3 20,850 6.0 7,010 2.0
---- --------- ---- --------- ---- --------- ---- --------- ----
11 3,603 0.8 7,524 1.7 24,053 6.9 8,607 2.5
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3 1,465 2.3 100 0.2 62,621 235 0.6 0 0.0 42,683
NON U.S. 2 2,210 3.5 472 0.8 3,890 9.1 1,980 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,675 5.8 572 1.0 4,125 9.7 1,980 4.6
NYME NATURAL GAS U.S. 3 3,535 0.7 4,443 0.9 513,126 9,000 2.0 1,150 0.3 445,229
NON U.S. 5 280,150 54.6 4,181 0.8 290,225 65.2 450 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 283,685 55.3 8,624 1.7 299,225 67.2 1,600 0.4
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 4 144,635 4.8 173,245 5.8 2,991,538 159,671 5.1 196,290 6.3 3,127,082
NON U.S. 9 186,906 6.2 494,072 16.5 222,927 7.1 441,547 14.1
---- --------- ---- --------- ---- --------- ---- --------- ----
13 331,541 11.0 667,317 22.3 382,598 12.2 637,837 20.4
CBT 2-YEAR U.S. TREASURY NOTES U.S. 2 2,549 1.4 12 0.0 178,035 0 0.0 0 0.0 30,099
NON U.S. 3 650 0.4 23,300 13.1 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,199 1.8 23,312 13.1 0 0.0 0 0.0
CBT 10-YEAR U.S. TREASURY NOTES U.S. 4 77,750 6.6 47,225 4.0 1,185,017 84,295 7.6 14,770 1.3 1,116,265
NON U.S. 27 49,100 4.1 70,180 5.9 73,208 6.6 68,111 6.1
---- --------- ---- --------- ---- --------- ---- --------- ----
31 126,850 10.7 117,405 9.9 157,503 14.2 82,881 7.4
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 58,113 14.9 11,400 2.9 390,665 12,160 4.6 3,250 1.2 263,663
NON U.S. 14 6,000 1.5 70,676 18.1 42,275 16.0 3,083 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
18 64,113 16.4 82,076 21.0 54,435 20.6 6,333 2.4
CBT 30-DAY FEDERAL FUNDS U.S. 4 5,750 1.4 5,350 1.3 413,790 2,540 1.5 16,445 9.9 165,776
NON U.S. 15 31,200 7.5 17,705 4.3 3,690 2.2 4,455 2.7
---- --------- ---- --------- ---- --------- ---- --------- ----
19 36,950 8.9 23,055 5.6 6,230 3.7 20,900 12.6
NYME PJM ELECTRICITY MONTHLY U.S. 2 12,400 15.0 3,040 3.7 82,634 4,400 5.1 5,260 6.1 85,590
NON U.S. 3 7,700 9.3 8,760 10.6 9,280 10.8 7,300 8.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 20,100 24.3 11,800 14.3 13,680 15.9 12,560 14.6
NYME CRUDE OIL, LIGHT SWEET U.S. 4 98,829 4.9 109,702 5.4 2,021,591 172,986 6.0 166,812 5.8 2,882,630
NON U.S. 17 171,064 8.5 165,542 8.2 302,751 10.5 220,693 7.7
---- --------- ---- --------- ---- --------- ---- --------- ----
21 269,893 13.4 275,244 13.6 475,737 16.5 387,505 13.5
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 5 30,412 6.3 42,414 8.8 484,478 56,577 10.1 58,500 10.4 560,590
NON U.S. 7 38,274 7.9 35,966 7.4 38,757 6.9 46,712 8.3
---- --------- ---- --------- ---- --------- ---- --------- ----
12 68,686 14.2 78,380 16.2 95,334 17.0 105,212 18.7
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 26,175 6.7 35,720 9.1 391,124 39,830 10.3 26,917 6.9 388,348
NON U.S. 9 74,577 19.1 95,437 24.4 80,290 20.7 51,984 13.4
---- --------- ---- --------- ---- --------- ---- --------- ----
13 100,752 25.8 131,157 33.5 120,120 31.0 78,901 20.3
NYBT SUGAR NO. 11 U.S. 1 4,874 0.9 6,260 1.2 539,844 400 0.1 13,030 3.5 371,157
NON U.S. 6 14,239 2.6 16,962 3.1 7,845 2.1 14,825 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 19,113 3.5 23,222 4.3 8,245 2.2 27,855 7.5
CMX SILVER U.S. 1 2,459 2.7 1,740 1.9 89,721 1,511 2.5 900 1.5 60,977
NON U.S. 5 11,126 12.4 6,590 7.3 5,422 8.9 13,577 22.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 13,585 15.1 8,330 9.2 6,933 11.4 14,477 23.8
CMX GOLD U.S. 1 24,957 8.9 39,145 14.0 279,408 17,090 9.8 13,272 7.6 174,674
NON U.S. 7 30,394 10.9 27,605 9.9 16,363 9.4 27,703 15.9
---- --------- ---- --------- ---- --------- ---- --------- ----
8 55,351 19.8 66,750 23.9 33,453 19.2 40,975 23.5
CME EURO FX U.S. 1 0 0.0 100 0.1 92,972 500 0.4 600 0.5 119,112
NON U.S. 4 5,515 5.9 320 0.3 3,765 3.2 2,461 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,515 5.9 420 0.4 4,265 3.6 3,061 2.6
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 3 490 0.6 100 0.1 82,078 135 0.4 0 0.0 32,630
NON U.S. 2 75 0.1 45 0.1 150 0.5 45 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 565 0.7 145 0.2 285 0.9 45 0.1
CME 3-MONTH EURODOLLARS U.S. 10 354,768 2.7 427,325 3.3 13,059,197 79,498 1.2 180,750 2.7 6,670,001
NON U.S. 43 1,538,569 11.8 1,421,302 10.9 601,066 9.0 906,524 13.6
---- --------- ---- --------- ---- --------- ---- --------- ----
53 1,893,337 14.5 1,848,627 14.2 680,564 10.2 1,087,274 16.3
CME E-MINI S&P 500 STOCK INDEX NON U.S. 8 1,650 0.5 50 0.0 304,881 15,421 2.8 1,195 0.2 552,530