BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 26,329 2.4 17,671 1.6 1,076,797 12,716 1.8 17,144 2.5 697,032
NON U.S. 723 0.1 145 0.0 773 0.1 48 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 27,052 2.5 17,816 1.6 13,489 1.9 17,192 2.5
CBT SOYBEANS U.S. 1,475 0.3 1,305 0.3 487,812 1,700 0.4 1,055 0.3 380,152
NON U.S. 584 0.1 123 0.0 333 0.1 117 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,059 0.4 1,428 0.3 2,033 0.5 1,172 0.3
NYME HEATING OIL AVG PRICE OPTIONS U.S. 11,337 4.8 3,624 1.5 235,951 2,172 2.1 7,997 7.6 105,638
NON U.S. 3,510 1.5 4,035 1.7 1,800 1.7 1,800 1.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 14,847 6.3 7,659 3.2 3,972 3.8 9,797 9.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 261,678 8.2 327,840 10.2 3,208,881 165,232 7.3 153,331 6.8 2,257,498
NON U.S. 28,441 0.9 53,093 1.7 37,461 1.7 19,267 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 290,119 9.1 380,933 11.9 202,693 9.0 172,598 7.7
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 25,174 3.0 29,075 3.4 850,222 19,949 2.9 24,692 3.6 677,946
NON U.S. 11 20,400 2.4 29,678 3.5 19,145 2.8 5,984 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
18 45,574 5.4 58,753 6.9 39,094 5.7 30,676 4.5
CBT 5-YEAR U.S. TREASURY NOTES U.S. 600 0.3 5,125 2.3 226,132 13,600 8.5 4,125 2.6 159,583
NON U.S. 3,750 1.7 650 0.3 1,000 0.6 1,000 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
6 4,350 2.0 5,775 2.6 14,600 9.1 5,125 3.2
CBT 30-DAY FEDERAL FUNDS U.S. 17,175 3.4 8,500 1.7 507,903 8,994 2.9 9,144 3.0 308,982
NON U.S. 12,300 2.4 6,000 1.2 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
8 29,475 5.8 14,500 2.9 8,994 2.9 9,144 3.0
NYME CRUDE OIL, LIGHT SWEET U.S. 114,443 5.5 150,259 7.2 2,080,359 132,675 7.4 107,182 6.0 1,786,860
NON U.S. 20,480 1.0 41,715 2.0 38,498 2.2 24,605 1.4
---- --------- ---- --------- ---- --------- ---- --------- ----
14 134,923 6.5 191,974 9.2 171,173 9.6 131,787 7.4
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 23,121 8.6 19,580 7.3 267,768 17,065 10.5 20,855 12.9 162,209
NON U.S. 1,600 0.6 400 0.1 250 0.2 400 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 24,721 9.2 19,980 7.4 17,315 10.7 21,255 13.1
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 115,158 10.7 143,733 13.4 1,076,301 175,710 19.3 86,685 9.5 910,934
NON U.S. 10 32,855 3.1 85,963 8.0 96,294 10.6 38,340 4.2
---- --------- ---- --------- ---- --------- ---- --------- ----
14 148,013 13.8 229,696 21.4 272,004 29.9 125,025 13.7
CMX SILVER U.S. 3,211 4.0 5,173 6.5 80,152 4,581 5.4 395 0.5 84,966
NON U.S. 921 1.1 2,027 2.5 1,340 1.6 895 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,132 5.1 7,200 9.0 5,921 7.0 1,290 1.6
CMX GOLD U.S. 28,331 5.5 26,800 5.2 514,294 17,862 4.6 14,483 3.7 388,881
NON U.S. 16,157 3.1 21,081 4.1 6,113 1.6 12,804 3.3
---- --------- ---- --------- ---- --------- ---- --------- ----
13 44,488 8.6 47,881 9.3 23,975 6.2 27,287 7.0
CME 3-MONTH EURODOLLARS U.S. 13 212,354 2.6 312,971 3.8 8,266,363 565,192 7.1 261,400 3.3 7,943,051
NON U.S. 28 369,376 4.5 475,430 5.8 472,100 5.9 442,186 5.6
---- --------- ---- --------- ---- --------- ---- --------- ----
41 581,730 7.1 788,401 9.6 1,037,292 13.0 703,586 8.9