BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 5,485 2.1 2,836 1.1 258,728 2,475 1.3 1,646 0.9 191,278
NON U.S. 706 0.3 382 0.1 756 0.4 432 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 6,191 2.4 3,218 1.2 3,231 1.7 2,078 1.1
CBT CORN U.S. 17,060 1.4 6,225 0.5 1,235,372 7,057 0.8 6,712 0.7 899,693
NON U.S. 445 0.0 182 0.0 820 0.1 50 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 17,505 1.4 6,407 0.5 7,877 0.9 6,762 0.7
CBT U.S. TREASURY BONDS U.S. 17,225 6.1 500 0.2 284,481 2,425 1.4 4,850 2.9 168,264
NON U.S. 19,187 6.7 18,683 6.6 3,478 2.1 4,232 2.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 36,412 12.8 19,183 6.8 5,903 3.5 9,082 5.4
NYME HEATING OIL AVG PRICE OPTIONS U.S. 12,970 4.9 3,996 1.5 264,842 2,662 2.1 8,832 7.1 124,140
NON U.S. 3,882 1.5 4,068 1.5 2,115 1.7 1,600 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 16,852 6.4 8,064 3.0 4,777 3.8 10,432 8.4
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 283,328 8.7 349,266 10.8 3,246,177 168,261 7.3 162,171 7.0 2,310,561
NON U.S. 30,511 0.9 55,786 1.7 41,433 1.8 21,371 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 313,839 9.6 405,052 12.5 209,694 9.1 183,542 7.9
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 28,300 2.1 61,624 4.6 1,351,085 26,294 2.5 53,124 5.1 1,037,167
NON U.S. 19 68,629 5.1 50,961 3.8 58,912 5.7 32,039 3.1
---- --------- ---- --------- ---- --------- ---- --------- ----
26 96,929 7.2 112,585 8.4 85,206 8.2 85,163 8.2
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 2,000 1.2 18,202 10.5 172,871 3,000 1.9 2,025 1.3 160,056
NON U.S. 5 1,500 0.9 3,000 1.7 2,550 1.6 1,900 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
10 3,500 2.1 21,202 12.2 5,550 3.5 3,925 2.5
CBT 30-DAY FEDERAL FUNDS U.S. 5 55,137 5.7 11,258 1.2 962,050 12,894 3.0 10,144 2.3 435,032
NON U.S. 4 35,625 3.7 8,475 0.9 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
9 90,762 9.4 19,733 2.1 12,894 3.0 10,144 2.3
NYME CRUDE OIL, LIGHT SWEET U.S. 126,091 5.0 165,399 6.5 2,545,636 162,054 7.3 140,298 6.3 2,233,076
NON U.S. 27,258 1.1 49,872 2.0 51,101 2.3 35,261 1.6
---- --------- ---- --------- ---- --------- ---- --------- ----
13 153,349 6.1 215,271 8.5 213,155 9.6 175,559 7.9
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 27,396 8.0 30,336 8.9 341,618 20,135 8.2 26,064 10.6 245,979
NON U.S. 450 0.1 650 0.2 150 0.1 350 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 27,846 8.1 30,986 9.1 20,285 8.3 26,414 10.7
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 121,152 10.4 141,617 12.2 1,162,294 169,086 17.5 91,986 9.5 965,207
NON U.S. 9 33,857 2.9 83,387 7.2 94,948 9.8 42,024 4.4
---- --------- ---- --------- ---- --------- ---- --------- ----
13 155,009 13.3 225,004 19.4 264,034 27.3 134,010 13.9
CMX SILVER U.S. 3,175 3.2 4,089 4.1 99,100 3,070 3.8 1,235 1.5 80,211
NON U.S. 1,840 1.9 4,203 4.2 1,582 2.0 1,700 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,015 5.1 8,292 8.3 4,652 5.8 2,935 3.6
CMX GOLD U.S. 34,301 5.3 35,954 5.6 647,100 19,672 4.7 18,156 4.4 415,076
NON U.S. 20,288 3.1 36,635 5.7 7,589 1.8 15,814 3.8
---- --------- ---- --------- ---- --------- ---- --------- ----
8 54,589 8.4 72,589 11.3 27,261 6.5 33,970 8.2
CME EURO FX U.S. 8,428 5.8 580 0.4 144,429 6,268 3.1 2,010 1.0 203,693
NON U.S. 9,605 6.7 1,626 1.1 6,370 3.1 4,251 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 18,033 12.5 2,206 1.5 12,638 6.2 6,261 3.1
CME 3-MONTH EURODOLLARS U.S. 13 383,045 4.8 489,368 6.2 7,897,847 769,727 7.9 518,395 5.3 9,692,959
NON U.S. 31 332,002 4.2 328,508 4.2 649,800 6.7 668,151 6.9
---- --------- ---- --------- ---- --------- ---- --------- ----
44 715,047 9.0 817,876 10.4 1,419,527 14.6 1,186,546 12.2
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 300 0.1 448,785 0 0.0 271 0.0 608,633
NON U.S. 1,250 0.3 350 0.1 4,590 0.8 2,200 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
7 1,250 0.3 650 0.2 4,590 0.8 2,471 0.4