BANK BANK LONG SHORT CALL LONG SHORT PUT COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I. CBT WHEAT U.S. 9,353 4.6 13,498 6.7 201,455 12,866 8.6 13,141 8.8 149,117 NON U.S. 656 0.3 440 0.2 691 0.5 190 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 10,009 4.9 13,938 6.9 13,557 9.1 13,331 8.9 CBT CORN U.S. 21,041 2.1 27,940 2.8 982,662 21,835 3.1 19,047 2.7 711,211 NON U.S. 1,538 0.2 975 0.1 1,468 0.2 1,145 0.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 22,579 2.3 28,915 2.9 23,303 3.3 20,192 2.9 CBT SOYBEANS U.S. 905 0.2 1,405 0.3 412,721 3,408 0.9 1,410 0.4 362,096 NON U.S. 523 0.1 336 0.1 768 0.2 281 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 1,428 0.3 1,741 0.4 4,176 1.1 1,691 0.5 CBT U.S. TREASURY BONDS U.S. 1,410 1.2 1,525 1.3 113,493 4,010 2.9 1,625 1.2 138,883 NON U.S. 2,000 1.8 300 0.3 0 0.0 300 0.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 3,410 3.0 1,825 1.6 4,010 2.9 1,925 1.4 NYME EUR STYLE NATURAL GAS OPTIONS U.S. 265,018 8.3 306,708 9.6 3,180,730 170,395 7.4 142,109 6.2 2,290,206 NON U.S. 26,621 0.8 48,214 1.5 37,979 1.7 20,947 0.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 291,639 9.1 354,922 11.1 208,374 9.1 163,056 7.1 CBT 2-YEAR U.S. TREASURY NOTES U.S. 0 0.0 700 5.7 12,297 1,000 0.8 2,300 1.9 123,584 NON U.S. 0 0.0 300 2.4 22,450 18.2 24,300 19.7 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 0 0.0 1,000 8.1 23,450 19.0 26,600 21.6 CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 11,040 2.4 16,900 3.7 461,968 38,903 4.5 18,225 2.1 863,672 NON U.S. 12 7,222 1.6 5,250 1.1 67,882 7.9 26,130 3.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 19 18,262 4.0 22,150 4.8 106,785 12.4 44,355 5.1 CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 2,800 1.5 4,775 2.5 190,996 9,260 5.2 1,425 0.8 177,524 NON U.S. 4 200 0.1 500 0.3 3,400 1.9 2,700 1.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 3,000 1.6 5,275 2.8 12,660 7.1 4,125 2.3 CBT 30-DAY FEDERAL FUNDS U.S. 4 12,300 3.3 11,365 3.0 378,328 7,900 2.2 9,400 2.7 352,505 NON U.S. 4 11,700 3.1 1,000 0.3 12,500 3.5 12,500 3.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 24,000 6.4 12,365 3.3 20,400 5.7 21,900 6.2 NYME CRUDE OIL, LIGHT SWEET U.S. 4 106,785 4.5 167,504 7.1 2,352,345 132,290 6.9 104,582 5.4 1,926,084 NON U.S. 11 22,520 1.0 51,418 2.2 40,744 2.1 25,427 1.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 15 129,305 5.5 218,922 9.3 173,034 9.0 130,009 6.7 NYME EUR STYLE CRUDE OIL OPTIONS U.S. 27,212 10.4 20,903 8.0 260,749 13,371 9.3 8,197 5.7 143,950 NON U.S. 600 0.2 400 0.2 250 0.2 400 0.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 27,812 10.6 21,303 8.2 13,621 9.5 8,597 6.0 NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 109,414 10.8 139,157 13.8 1,008,959 163,121 17.9 83,270 9.2 909,188 NON U.S. 10 32,356 3.2 83,700 8.3 93,561 10.3 41,058 4.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 14 141,770 14.0 222,857 22.1 256,682 28.2 124,328 13.7 ICUS SUGAR NO. 11 U.S. 4,152 1.0 3,423 0.8 411,583 4,842 1.6 925 0.3 297,639 NON U.S. 3,992 1.0 3,337 0.8 1,462 0.5 287 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 8,144 2.0 6,760 1.6 6,304 2.1 1,212 0.4 CMX SILVER U.S. 1,961 2.3 5,034 6.0 84,080 3,816 5.8 935 1.4 65,426 NON U.S. 1,083 1.3 2,665 3.2 1,611 2.5 1,241 1.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 3,044 3.6 7,699 9.2 5,427 8.3 2,176 3.3 CMX GOLD U.S. 43,388 7.5 51,193 8.8 581,505 26,393 6.3 27,303 6.5 420,002 NON U.S. 14,264 2.5 41,150 7.1 16,998 4.0 22,917 5.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 12 57,652 10.0 92,343 15.9 43,391 10.3 50,220 12.0 CME 3-MONTH EURODOLLARS U.S. 15 336,353 3.3 424,709 4.2 10,102,313 897,047 8.4 491,675 4.6 10,678,611 NON U.S. 28 514,188 5.1 588,933 5.8 569,386 5.3 558,692 5.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 43 850,541 8.4 1,013,642 10.0 1,466,433 13.7 1,050,367 9.8 CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 481,709 100 0.0 100 0.0 791,378 NON U.S. 4,950 1.0 185 0.0 4,600 0.6 310 0.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 4,950 1.0 185 0.0 4,700 0.6 410 0.0