BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 13,168 1.3 10,219 1.0 994,106 7,710 1.3 9,365 1.6 599,740
NON U.S. 723 0.1 145 0.0 773 0.1 48 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 13,891 1.4 10,364 1.0 8,483 1.4 9,413 1.6
NYME HEATING OIL AVG PRICE OPTIONS U.S. 12,471 5.0 4,135 1.6 250,965 2,457 2.1 8,667 7.5 115,460
NON U.S. 3,696 1.5 4,145 1.7 1,968 1.7 1,850 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 16,167 6.5 8,280 3.3 4,425 3.8 10,517 9.1
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 274,511 8.2 336,277 10.0 3,357,031 162,665 6.9 165,232 7.0 2,348,560
NON U.S. 28,566 0.9 55,391 1.6 38,289 1.6 19,880 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 303,077 9.1 391,668 11.6 200,954 8.5 185,112 7.8
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 22,835 3.1 34,740 4.7 735,852 21,960 3.5 32,170 5.1 627,713
NON U.S. 12 34,856 4.7 35,299 4.8 38,113 6.1 18,528 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
20 57,691 7.8 70,039 9.5 60,073 9.6 50,698 8.1
CBT 5-YEAR U.S. TREASURY NOTES U.S. 2,600 1.2 10,425 4.9 211,036 9,657 7.4 4,925 3.8 130,649
NON U.S. 2,663 1.3 3,463 1.6 0 0.0 1,875 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 5,263 2.5 13,888 6.5 9,657 7.4 6,800 5.2
CBT 30-DAY FEDERAL FUNDS U.S. 5 41,575 5.6 13,400 1.8 736,120 10,994 2.6 11,144 2.7 417,825
NON U.S. 4 23,300 3.2 5,500 0.7 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 64,875 8.8 18,900 2.5 10,994 2.6 11,144 2.7
NYME CRUDE OIL, LIGHT SWEET U.S. 110,123 5.3 153,244 7.4 2,080,636 137,958 7.6 110,087 6.1 1,816,213
NON U.S. 20,124 1.0 40,930 2.0 40,318 2.2 29,592 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
15 130,247 6.3 194,174 9.4 178,276 9.8 139,679 7.7
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 19,821 7.6 17,760 6.8 259,440 14,495 9.2 18,085 11.5 157,678
NON U.S. 350 0.1 150 0.1 0 0.0 150 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 20,171 7.7 17,910 6.9 14,495 9.2 18,235 11.6
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 124,675 10.7 150,166 12.9 1,163,012 176,310 18.5 89,812 9.4 955,158
NON U.S. 9 34,380 3.0 82,273 7.1 93,700 9.8 40,827 4.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 159,055 13.7 232,439 20.0 270,010 28.3 130,639 13.7
CMX SILVER U.S. 2,951 3.8 5,068 6.6 76,768 3,456 4.8 325 0.4 72,564
NON U.S. 725 0.9 1,871 2.4 1,464 2.0 705 1.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,676 4.7 6,939 9.0 4,920 6.8 1,030 1.4
CMX GOLD U.S. 27,100 5.3 23,648 4.7 508,500 14,630 4.4 12,823 3.8 334,863
NON U.S. 14,998 2.9 21,840 4.3 5,595 1.7 12,428 3.7
---- --------- ---- --------- ---- --------- ---- --------- ----
10 42,098 8.2 45,488 9.0 20,225 6.1 25,251 7.5
CME 3-MONTH EURODOLLARS U.S. 12 325,609 3.6 480,269 5.3 9,109,747 826,142 7.8 477,470 4.5 10,527,571
NON U.S. 35 317,747 3.5 378,897 4.2 697,665 6.6 712,501 6.8
---- --------- ---- --------- ---- --------- ---- --------- ----
47 643,356 7.1 859,166 9.5 1,523,807 14.4 1,189,971 11.3
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 524,174 100 0.0 1,163 0.2 675,480
NON U.S. 150 0.0 150 0.0 2,500 0.4 300 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 150 0.0 150 0.0 2,600 0.4 1,463 0.2