BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 27,848 2.4 26,357 2.2 1,178,036 14,306 1.7 16,129 1.9 830,017
NON U.S. 1,273 0.1 345 0.0 1,023 0.1 248 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 29,121 2.5 26,702 2.2 15,329 1.8 16,377 1.9
CBT SOYBEANS U.S. 875 0.2 1,405 0.3 511,631 1,800 0.4 1,319 0.3 427,269
NON U.S. 629 0.1 123 0.0 378 0.1 117 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,504 0.3 1,528 0.3 2,178 0.5 1,436 0.3
CBT U.S. TREASURY BONDS U.S. 2,910 1.5 0 0.0 191,351 7,610 5.9 0 0.0 129,078
NON U.S. 2,000 1.0 300 0.2 0 0.0 300 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,910 2.5 300 0.2 7,610 5.9 300 0.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 258,535 7.9 323,949 9.9 3,274,420 163,561 6.9 148,354 6.2 2,374,151
NON U.S. 28,936 0.9 51,496 1.6 40,694 1.7 19,702 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
9 287,471 8.8 375,445 11.5 204,255 8.6 168,056 7.0
ICUS COTTON NO. 2 U.S. 3,465 1.6 1,077 0.5 214,614 2,202 0.9 1,257 0.5 243,202
NON U.S. 432 0.2 330 0.2 1,125 0.5 10 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,897 1.8 1,407 0.7 3,327 1.4 1,267 0.5
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 27,514 3.4 26,900 3.3 806,076 42,814 4.6 29,500 3.2 929,303
NON U.S. 14 8,170 1.0 27,228 3.4 51,766 5.6 32,847 3.5
---- --------- ---- --------- ---- --------- ---- --------- ----
21 35,684 4.4 54,128 6.7 94,580 10.2 62,347 6.7
CBT 5-YEAR U.S. TREASURY NOTES U.S. 0 0.0 3,400 1.6 209,507 14,750 7.3 2,400 1.2 202,514
NON U.S. 1,550 0.7 800 0.4 4,550 2.2 6,100 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 1,550 0.7 4,200 2.0 19,300 9.5 8,500 4.2
CBT 30-DAY FEDERAL FUNDS U.S. 20,450 5.0 12,365 3.0 407,293 6,250 2.4 7,000 2.6 265,035
NON U.S. 14,175 3.5 5,975 1.5 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
8 34,625 8.5 18,340 4.5 6,250 2.4 7,000 2.6
NYME CRUDE OIL, LIGHT SWEET U.S. 4 112,403 4.9 163,695 7.2 2,279,674 138,404 7.1 109,377 5.6 1,952,066
NON U.S. 11 24,521 1.1 49,789 2.2 41,860 2.1 29,258 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
15 136,924 6.0 213,484 9.4 180,264 9.2 138,635 7.1
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 20,125 7.7 18,055 6.9 261,183 11,015 7.4 14,546 9.7 149,665
NON U.S. 600 0.2 400 0.2 250 0.2 400 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 20,725 7.9 18,455 7.1 11,265 7.6 14,946 10.0
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 113,295 11.0 141,558 13.7 1,031,979 168,275 18.2 86,208 9.3 925,028
NON U.S. 11 32,631 3.2 83,923 8.1 94,390 10.2 39,624 4.3
---- --------- ---- --------- ---- --------- ---- --------- ----
15 145,926 14.2 225,481 21.8 262,665 28.4 125,832 13.6
ICUS SUGAR NO. 11 U.S. 6,527 1.1 6,913 1.1 602,949 10,067 2.0 3,070 0.6 499,869
NON U.S. 5,313 0.9 6,218 1.0 3,153 0.6 537 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,840 2.0 13,131 2.1 13,220 2.6 3,607 0.7
CMX SILVER U.S. 2,711 3.0 5,183 5.7 91,338 4,313 5.2 745 0.9 82,354
NON U.S. 1,094 1.2 2,580 2.8 1,483 1.8 1,460 1.8
---- --------- ---- --------- ---- --------- ---- --------- ----
6 3,805 4.2 7,763 8.5 5,796 7.0 2,205 2.7
CMX GOLD U.S. 4 32,933 7.0 29,390 6.2 472,670 19,773 5.2 19,698 5.2 377,997
NON U.S. 8 12,025 2.5 29,921 6.3 11,888 3.1 14,674 3.9
---- --------- ---- --------- ---- --------- ---- --------- ----
12 44,958 9.5 59,311 12.5 31,661 8.3 34,372 9.1
CME 3-MONTH EURODOLLARS U.S. 13 264,528 3.0 394,716 4.5 8,839,117 749,997 7.7 428,375 4.4 9,730,388
NON U.S. 29 478,896 5.4 521,866 5.9 525,661 5.4 528,152 5.4
---- --------- ---- --------- ---- --------- ---- --------- ----
42 743,424 8.4 916,582 10.4 1,275,658 13.1 956,527 9.8
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 462,222 0 0.0 100 0.0 713,832
NON U.S. 1,900 0.4 800 0.2 3,260 0.5 555 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 1,900 0.4 800 0.2 3,260 0.5 655 0.1