BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1,135 0.9 865 0.7 130,621 1,535 1.5 965 0.9 103,330
NON U.S. 1,000 0.8 595 0.5 1,625 1.6 215 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,135 1.7 1,460 1.2 3,160 3.1 1,180 1.1
CBT CORN U.S. 6,620 1.2 2,000 0.4 570,591 4,960 1.0 8,400 1.6 514,688
NON U.S. 2,615 0.5 175 0.0 2,415 0.5 225 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 9,235 1.7 2,175 0.4 7,375 1.5 8,625 1.6
CBT SOYBEANS U.S. 2,598 0.5 4,296 0.9 499,952 5,268 1.3 2,954 0.7 394,978
NON U.S. 504 0.1 2,715 0.5 2,345 0.6 570 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 3,102 0.6 7,011 1.4 7,613 1.9 3,524 0.8
CBT U.S. TREASURY BONDS U.S. 3,000 1.4 6,350 3.0 214,997 2,000 1.3 2,350 1.6 149,465
NON U.S. 9,100 4.2 12,451 5.8 1,125 0.8 3,751 2.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 12,100 5.6 18,801 8.8 3,125 2.1 6,101 4.1
IFED NATURAL GAS PENULTIMATE ICE U.S. 1,797,092 16.4 1,878,648 17.1 10,972,638 799,808 13.1 721,932 11.8 6,122,704
NON U.S. 65,096 0.6 69,100 0.6 46,684 0.8 25,868 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 1,862,188 17.0 1,947,748 17.7 846,492 13.9 747,800 12.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 281,356 8.4 321,865 9.6 3,363,914 151,066 7.7 129,699 6.6 1,974,270
NON U.S. 32,072 1.0 47,106 1.4 37,962 1.9 11,265 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 313,428 9.4 368,971 11.0 189,028 9.6 140,964 7.2
NYME NAT GAS OPT ON CALENDAR STRIP U.S. 3,428 14.7 2,305 9.9 23,267 1,420 15.7 2,120 23.4 9,044
NON U.S. 0 0.0 460 2.0 0 0.0 44 0.5
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,428 14.7 2,765 11.9 1,420 15.7 2,164 23.9
ICUS COTTON NO. 2 U.S. 1,545 1.6 2,551 2.7 95,518 845 0.9 352 0.4 89,144
NON U.S. 600 0.6 190 0.2 100 0.1 90 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,145 2.2 2,741 2.9 945 1.0 442 0.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 16,500 3.5 24,955 5.2 476,072 15,750 2.3 12,655 1.9 673,938
NON U.S. 9 12,326 2.6 21,190 4.5 66,464 9.9 28,190 4.2
---- --------- ---- --------- ---- --------- ---- --------- ----
15 28,826 6.1 46,145 9.7 82,214 12.2 40,845 6.1
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 2,450 0.7 0 0.0 331,689 15,400 9.7 11,200 7.0 158,917
NON U.S. 4 4,666 1.4 33,466 10.1 2,100 1.3 2,100 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
9 7,116 2.1 33,466 10.1 17,500 11.0 13,300 8.3
NYME CRUDE OIL, LIGHT SWEET U.S. 110,169 7.0 134,105 8.6 1,567,660 76,079 6.6 49,525 4.3 1,153,214
NON U.S. 28,893 1.8 48,392 3.1 30,635 2.7 23,951 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
17 139,062 8.8 182,497 11.7 106,714 9.3 73,476 6.4
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 56,524 10.1 76,546 13.7 556,981 84,388 18.0 49,834 10.7 467,595
NON U.S. 45,615 8.2 96,547 17.3 79,532 17.0 43,482 9.3
---- --------- ---- --------- ---- --------- ---- --------- ----
15 102,139 18.3 173,093 31.0 163,920 35.0 93,316 20.0
NYME BRENT AVG PRICE OPTIONS U.S. 18,610 11.7 19,625 12.3 159,471 22,095 14.6 12,116 8.0 151,393
NON U.S. 12,786 8.0 29,007 18.2 20,820 13.8 19,185 12.7
---- --------- ---- --------- ---- --------- ---- --------- ----
12 31,396 19.7 48,632 30.5 42,915 28.4 31,301 20.7
ICUS SUGAR NO. 11 U.S. 4,725 1.6 8,750 3.0 295,018 3,200 1.5 4,490 2.1 210,240
NON U.S. 2,842 1.0 1,489 0.5 1,100 0.5 449 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 7,567 2.6 10,239 3.5 4,300 2.0 4,939 2.3
CMX SILVER U.S. 4,819 5.0 5,182 5.4 95,698 6,640 7.9 1,836 2.2 84,193
NON U.S. 5,178 5.4 15,527 16.2 6,911 8.2 13,557 16.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 9,997 10.4 20,709 21.6 13,551 16.1 15,393 18.3
CMX GOLD U.S. 44,471 7.1 49,056 7.8 629,188 24,392 6.9 31,189 8.8 355,081
NON U.S. 26,569 4.2 31,830 5.1 15,478 4.4 16,745 4.7
---- --------- ---- --------- ---- --------- ---- --------- ----
13 71,040 11.3 80,886 12.9 39,870 11.3 47,934 13.5
CME EURO FX U.S. 6,824 5.7 250 0.2 120,263 1,200 0.8 2,365 1.6 148,992
NON U.S. 7,790 6.5 1,510 1.3 7,028 4.7 1,233 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
7 14,614 12.2 1,760 1.5 8,228 5.5 3,598 2.4
CME 3-MONTH EURODOLLARS U.S. 9 221,825 4.0 254,155 4.5 5,609,660 337,825 4.0 311,650 3.7 8,356,091
NON U.S. 27 392,252 7.0 438,878 7.8 984,081 11.8 1,051,125 12.6
---- --------- ---- --------- ---- --------- ---- --------- ----
36 614,077 11.0 693,033 12.3 1,321,906 15.8 1,362,775 16.3
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 866,317 10 0.0 0 0.0 1,265,531
NON U.S. 15,249 1.8 3,230 0.4 7,847 0.6 11,626 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
10 15,249 1.8 3,230 0.4 7,857 0.6 11,626 0.9