BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 4,360 2.8 598 0.4 155,275 2,312 2.2 52 0.0 104,799
NON U.S. 1,540 1.0 600 0.4 1,905 1.8 35 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 5,900 3.8 1,198 0.8 4,217 4.0 87 0.0
CBT CORN U.S. 17,541 2.1 18,188 2.2 817,419 21,338 3.2 6,392 1.0 662,812
NON U.S. 2,225 0.3 580 0.1 6,325 1.0 9,380 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 19,766 2.4 18,768 2.3 27,663 4.2 15,772 2.4
CBT U.S. TREASURY BONDS U.S. 2,000 0.8 4,990 2.0 244,156 12,050 4.2 9,740 3.4 286,256
NON U.S. 820 0.3 2,520 1.0 2,047 0.7 2,510 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,820 1.1 7,510 3.0 14,097 4.9 12,250 4.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 300,419 7.2 381,150 9.1 4,199,398 181,407 5.5 156,514 4.8 3,293,989
NON U.S. 31,124 0.7 45,629 1.1 27,255 0.8 13,427 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
10 331,543 7.9 426,779 10.2 208,662 6.3 169,941 5.2
ICUS COTTON NO. 2 U.S. 3,925 2.7 4,849 3.3 147,086 725 0.7 1,634 1.5 107,423
NON U.S. 1,270 0.9 200 0.1 620 0.6 50 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 5,195 3.6 5,049 3.4 1,345 1.3 1,684 1.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 15,433 2.7 16,550 2.9 578,326 43,233 4.8 38,400 4.3 895,100
NON U.S. 12 20,400 3.5 15,755 2.7 34,708 3.9 24,926 2.8
---- --------- ---- --------- ---- --------- ---- --------- ----
19 35,833 6.2 32,305 5.6 77,941 8.7 63,326 7.1
CBT 5-YEAR U.S. TREASURY NOTES U.S. 6,500 2.3 9,100 3.2 285,222 8,950 4.7 2,300 1.2 189,428
NON U.S. 12,300 4.3 2,550 0.9 300 0.2 2,900 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 18,800 6.6 11,650 4.1 9,250 4.9 5,200 2.7
NYME CRUDE OIL, LIGHT SWEET U.S. 113,791 6.1 146,676 7.9 1,854,777 97,520 6.5 83,729 5.6 1,498,247
NON U.S. 30,979 1.7 52,322 2.8 47,137 3.1 32,104 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
17 144,770 7.8 198,998 10.7 144,657 9.6 115,833 7.7
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 26,945 12.5 29,777 13.8 215,806 7,587 8.3 3,240 3.5 91,863
NON U.S. 1,800 0.8 400 0.2 350 0.4 650 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 28,745 13.3 30,177 14.0 7,937 8.7 3,890 4.2
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 67,524 9.0 94,867 12.7 746,274 119,081 17.6 72,392 10.7 677,124
NON U.S. 10 53,476 7.2 99,627 13.3 89,988 13.3 61,354 9.1
---- --------- ---- --------- ---- --------- ---- --------- ----
14 121,000 16.2 194,494 26.0 209,069 30.9 133,746 19.8
NYME EUR STYLE BRENT OPTIONS U.S. 10,422 17.5 7,647 12.8 59,559 5,850 12.7 5,790 12.6 46,045
NON U.S. 500 0.8 2,025 3.4 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 10,922 18.3 9,672 16.2 5,850 12.7 5,790 12.6
NYME BRENT AVG PRICE OPTIONS U.S. 7,030 4.4 12,651 7.9 159,331 20,110 12.9 11,868 7.6 156,321
NON U.S. 7,481 4.7 22,786 14.3 12,815 8.2 11,140 7.1
---- --------- ---- --------- ---- --------- ---- --------- ----
9 14,511 9.1 35,437 22.2 32,925 21.1 23,008 14.7
ICUS SUGAR NO. 11 U.S. 4,150 1.1 6,775 1.8 375,796 6,955 2.0 4,515 1.3 342,789
NON U.S. 6,410 1.7 7,064 1.9 2,825 0.8 2,164 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
6 10,560 2.8 13,839 3.7 9,780 2.8 6,679 1.9
ICUS COFFEE C U.S. 275 0.2 227 0.2 114,386 177 0.2 452 0.5 92,818
NON U.S. 560 0.5 560 0.5 401 0.4 310 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 835 0.7 787 0.7 578 0.6 762 0.8
CMX SILVER U.S. 2,303 1.9 5,030 4.1 123,396 4,947 6.5 3,116 4.1 75,673
NON U.S. 2,696 2.2 5,508 4.5 2,917 3.9 5,673 7.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 4,999 4.1 10,538 8.6 7,864 10.4 8,789 11.6
CMX GOLD U.S. 4 49,420 7.1 46,405 6.6 699,084 34,200 8.9 34,276 8.9 386,123
NON U.S. 9 25,584 3.7 25,768 3.7 16,740 4.3 22,184 5.7
---- --------- ---- --------- ---- --------- ---- --------- ----
13 75,004 10.8 72,173 10.3 50,940 13.2 56,460 14.6
CME EURO FX U.S. 1,917 2.8 10 0.0 67,497 3,117 2.6 2,580 2.2 117,930
NON U.S. 1,540 2.3 1,645 2.4 2,810 2.4 3,310 2.8
---- --------- ---- --------- ---- --------- ---- --------- ----
8 3,457 5.1 1,655 2.4 5,927 5.0 5,890 5.0
CME 3-MONTH EURODOLLARS U.S. 12 273,708 3.4 275,869 3.5 7,939,188 487,695 4.6 378,321 3.6 10,625,317
NON U.S. 23 294,246 3.7 350,889 4.4 565,334 5.3 490,387 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
35 567,954 7.1 626,758 7.9 1,053,029 9.9 868,708 8.2
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 539,461 175 0.0 0 0.0 993,862
NON U.S. 10,250 1.9 5,542 1.0 4,053 0.4 1,800 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
10 10,250 1.9 5,542 1.0 4,228 0.4 1,800 0.2