BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 5,257 2.7 8,710 4.5 194,960 8,299 5.7 4,972 3.4 145,785
NON U.S. 850 0.4 980 0.5 850 0.6 45 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 6,107 3.1 9,690 5.0 9,149 6.3 5,017 3.4
CBT CORN U.S. 15,379 1.8 14,182 1.7 859,415 13,217 1.6 9,747 1.2 840,728
NON U.S. 1,935 0.2 325 0.0 2,975 0.4 6,475 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
7 17,314 2.0 14,507 1.7 16,192 2.0 16,222 2.0
CBT SOYBEANS U.S. 1,870 0.4 1,180 0.3 453,929 3,735 0.9 1,475 0.4 400,371
NON U.S. 1,991 0.4 645 0.1 1,155 0.3 445 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 3,861 0.8 1,825 0.4 4,890 1.2 1,920 0.5
CBT U.S. TREASURY BONDS U.S. 7,200 3.7 3,950 2.0 195,167 11,427 4.4 8,850 3.4 260,934
NON U.S. 356 0.2 1,902 1.0 4,799 1.8 7,177 2.8
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,556 3.9 5,852 3.0 16,226 6.2 16,027 6.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 316,989 7.3 401,993 9.3 4,325,134 203,131 6.3 158,384 4.9 3,230,426
NON U.S. 33,581 0.8 45,874 1.1 27,775 0.9 13,602 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 350,570 8.1 447,867 10.4 230,906 7.2 171,986 5.3
ICUS COTTON NO. 2 U.S. 3,785 2.5 4,759 3.1 151,798 985 0.9 1,300 1.1 113,944
NON U.S. 1,815 1.2 225 0.1 795 0.7 75 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,600 3.7 4,984 3.2 1,780 1.6 1,375 1.2
CBT 2-YEAR U.S. TREASURY NOTES U.S. 16,800 16.2 36,750 35.4 103,668 1,000 0.8 12,650 9.6 131,956
NON U.S. 0 0.0 0 0.0 2,800 2.1 2,800 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 16,800 16.2 36,750 35.4 3,800 2.9 15,450 11.7
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 25,855 3.7 30,271 4.4 694,842 60,628 5.3 43,616 3.8 1,139,272
NON U.S. 19 10,649 1.5 52,420 7.5 104,474 9.2 45,650 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
26 36,504 5.2 82,691 11.9 165,102 14.5 89,266 7.8
CBT 5-YEAR U.S. TREASURY NOTES U.S. 7,173 2.2 11,150 3.4 330,705 10,873 4.1 8,800 3.3 265,583
NON U.S. 2,800 0.8 2,500 0.8 2,700 1.0 3,100 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 9,973 3.0 13,650 4.2 13,573 5.1 11,900 4.5
CBT 30-DAY FEDERAL FUNDS U.S. 2,000 2.1 2,000 2.1 93,995 7,250 3.9 9,500 5.1 188,114
NON U.S. 2,600 2.8 1,000 1.1 8,650 4.6 3,150 1.7
---- --------- ---- --------- ---- --------- ---- --------- ----
7 4,600 4.9 3,000 3.2 15,900 8.5 12,650 6.8
NYME CRUDE OIL, LIGHT SWEET U.S. 132,984 6.6 158,678 7.9 2,004,062 89,699 6.2 82,856 5.7 1,455,306
NON U.S. 34,090 1.7 51,900 2.6 48,119 3.3 34,024 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
17 167,074 8.3 210,578 10.5 137,818 9.5 116,880 8.0
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 25,883 12.2 28,872 13.6 212,283 6,917 8.4 3,384 4.1 82,749
NON U.S. 600 0.3 400 0.2 0 0.0 200 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 26,483 12.5 29,272 13.8 6,917 8.4 3,584 4.3
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 62,229 8.9 88,272 12.6 702,779 108,493 16.7 67,641 10.4 650,499
NON U.S. 10 54,343 7.7 106,755 15.2 98,677 15.2 64,701 9.9
---- --------- ---- --------- ---- --------- ---- --------- ----
14 116,572 16.6 195,027 27.8 207,170 31.9 132,342 20.3
NYME EUR STYLE BRENT OPTIONS U.S. 8,474 10.7 7,579 9.5 79,420 5,170 10.0 5,050 9.7 51,850
NON U.S. 500 0.6 775 1.0 2,785 5.4 200 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,974 11.3 8,354 10.5 7,955 15.4 5,250 10.1
NYME BRENT AVG PRICE OPTIONS U.S. 9,644 5.3 15,065 8.4 180,349 20,470 13.6 13,993 9.3 150,601
NON U.S. 15,111 8.4 33,808 18.7 18,045 12.0 15,522 10.3
---- --------- ---- --------- ---- --------- ---- --------- ----
12 24,755 13.7 48,873 27.1 38,515 25.6 29,515 19.6
ICUS SUGAR NO. 11 U.S. 1,775 0.6 4,280 1.5 278,465 4,810 1.7 6,730 2.4 276,521
NON U.S. 3,780 1.4 4,774 1.7 1,832 0.7 2,424 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 5,555 2.0 9,054 3.2 6,642 2.4 9,154 3.3
CMX SILVER U.S. 3,117 2.4 5,334 4.2 128,177 5,273 6.7 3,611 4.6 79,284
NON U.S. 3,245 2.5 8,266 6.4 3,625 4.6 6,217 7.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 6,362 4.9 13,600 10.6 8,898 11.3 9,828 12.4
CMX GOLD U.S. 56,484 8.3 58,007 8.6 677,395 35,198 7.2 52,872 10.8 489,377
NON U.S. 25,052 3.7 26,281 3.9 28,696 5.9 32,351 6.6
---- --------- ---- --------- ---- --------- ---- --------- ----
13 81,536 12.0 84,288 12.5 63,894 13.1 85,223 17.4
CME JAPANESE YEN U.S. 916 2.4 653 1.7 38,771 1,856 4.4 1,458 3.5 42,172
NON U.S. 1,829 4.7 703 1.8 1,493 3.5 1,561 3.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,745 7.1 1,356 3.5 3,349 7.9 3,019 7.2
CME EURO FX U.S. 2,317 2.1 603 0.6 108,552 1,490 0.9 3,077 1.8 169,200
NON U.S. 2,493 2.3 640 0.6 3,953 2.3 1,875 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 4,810 4.4 1,243 1.2 5,443 3.2 4,952 2.9
CME 3-MONTH EURODOLLARS U.S. 12 272,400 3.9 341,386 4.9 6,971,376 438,360 4.1 376,421 3.5 10,779,835
NON U.S. 29 307,096 4.4 328,402 4.7 744,455 6.9 868,393 8.1
---- --------- ---- --------- ---- --------- ---- --------- ----
41 579,496 8.3 669,788 9.6 1,182,815 11.0 1,244,814 11.6
CME E-MINI S&P 500 STOCK INDEX U.S. 100 0.0 0 0.0 599,275 0 0.0 0 0.0 1,124,782
NON U.S. 28,610 4.8 6,123 1.0 2,675 0.2 13,822 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
9 28,710 4.8 6,123 1.0 2,675 0.2 13,822 1.2