BANK BANK LONG SHORT CALL LONG SHORT PUT COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I. CBT WHEAT U.S. 8,655 3.4 13,422 5.2 256,908 13,275 6.8 13,172 6.7 196,152 NON U.S. 891 0.3 440 0.2 776 0.4 690 0.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 9,546 3.7 13,862 5.4 14,051 7.2 13,862 7.1 CBT CORN U.S. 26,230 2.3 28,236 2.4 1,158,186 23,504 2.5 19,025 2.1 922,840 NON U.S. 2,888 0.2 1,705 0.1 1,668 0.2 2,050 0.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 29,118 2.5 29,941 2.5 25,172 2.7 21,075 2.3 CBT SOYBEANS U.S. 905 0.2 1,419 0.3 492,038 3,444 0.8 1,678 0.4 417,596 NON U.S. 573 0.1 586 0.1 518 0.1 281 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 1,478 0.3 2,005 0.4 3,962 0.9 1,959 0.5 NYME HEATING OIL AVG PRICE OPTIONS U.S. 10,458 5.2 5,574 2.8 200,636 3,066 3.0 8,727 8.4 103,802 NON U.S. 3,030 1.5 3,240 1.6 2,420 2.3 2,325 2.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 13,488 6.7 8,814 4.4 5,486 5.3 11,052 10.6 NYME EUR STYLE NATURAL GAS OPTIONS U.S. 272,078 8.4 300,421 9.3 3,242,705 157,105 6.7 141,731 6.1 2,331,879 NON U.S. 27,177 0.8 49,894 1.5 39,105 1.7 19,002 0.8 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 299,255 9.2 350,315 10.8 196,210 8.4 160,733 6.9 ICUS COTTON NO. 2 U.S. 7,671 4.1 1,904 1.0 186,675 2,944 1.2 2,053 0.8 249,196 NON U.S. 475 0.3 543 0.3 175 0.1 35 0.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 8,146 4.4 2,447 1.3 3,119 1.3 2,088 0.8 CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 700 1.8 2,200 5.8 38,134 5,200 2.6 8,300 4.1 203,002 NON U.S. 4 0 0.0 2,001 5.2 10,050 5.0 5,950 2.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 700 1.8 4,201 11.0 15,250 7.6 14,250 7.0 CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 10,015 1.5 48,439 7.2 668,676 43,258 4.3 34,139 3.4 1,000,481 NON U.S. 23 14,600 2.2 18,545 2.8 42,740 4.3 29,568 3.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 30 24,615 3.7 66,984 10.0 85,998 8.6 63,707 6.4 CBT 5-YEAR U.S. TREASURY NOTES U.S. 3,000 1.4 2,375 1.1 208,991 7,260 2.4 2,975 1.0 305,351 NON U.S. 2,050 1.0 8,015 3.8 5,400 1.8 8,460 2.8 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 5,050 2.4 10,390 4.9 12,660 4.2 11,435 3.8 CBT 30-DAY FEDERAL FUNDS U.S. 5 6,875 2.0 4,750 1.4 346,604 6,700 1.3 7,200 1.4 504,507 NON U.S. 6 11,450 3.3 3,750 1.1 22,650 4.5 23,350 4.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 11 18,325 5.3 8,500 2.5 29,350 5.8 30,550 6.0 NYME CRUDE OIL, LIGHT SWEET U.S. 121,137 5.0 172,098 7.0 2,446,537 133,590 6.4 109,792 5.3 2,090,879 NON U.S. 25,449 1.0 55,221 2.3 50,482 2.4 27,620 1.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 15 146,586 6.0 227,319 9.3 184,072 8.8 137,412 6.6 NYME EUR STYLE CRUDE OIL OPTIONS U.S. 37,005 13.5 24,315 8.9 273,798 8,910 6.0 3,936 2.7 147,448 NON U.S. 600 0.2 400 0.1 250 0.2 400 0.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 37,605 13.7 24,715 9.0 9,160 6.2 4,336 3.0 NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 106,638 10.7 140,006 14.1 995,286 160,946 17.1 84,030 8.9 943,702 NON U.S. 9 32,102 3.2 83,794 8.4 96,955 10.3 43,117 4.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 13 138,740 13.9 223,800 22.5 257,901 27.4 127,147 13.5 ICUS SUGAR NO. 11 U.S. 4,402 1.0 4,023 1.0 422,368 7,417 2.3 2,000 0.6 323,850 NON U.S. 5,592 1.3 4,937 1.2 1,612 0.5 337 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 9,994 2.3 8,960 2.2 9,029 2.8 2,337 0.7 CMX SILVER U.S. 2,671 2.7 5,377 5.4 99,309 5,201 6.0 1,440 1.7 86,768 NON U.S. 1,467 1.5 2,826 2.8 1,970 2.3 1,945 2.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 4,138 4.2 8,203 8.2 7,171 8.3 3,385 3.9 CMX GOLD U.S. 46,178 8.3 54,774 9.8 557,339 32,415 8.6 31,228 8.3 375,119 NON U.S. 15,068 2.7 35,960 6.5 12,505 3.3 20,609 5.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 61,246 11.0 90,734 16.3 44,920 11.9 51,837 13.8 CME 3-MONTH EURODOLLARS U.S. 12 250,975 3.3 327,784 4.3 7,693,929 827,535 7.7 447,100 4.1 10,782,856 NON U.S. 32 337,906 4.4 488,906 6.4 538,265 5.0 572,625 5.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 44 588,881 7.7 816,690 10.7 1,365,800 12.7 1,019,725 9.4 CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 487,288 3,652 0.5 0 0.0 736,007 NON U.S. 5,000 1.0 200 0.0 4,650 0.6 805 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 5,000 1.0 200 0.0 8,302 1.1 805 0.1