BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 1,155 0.9 546 0.4 125,966 757 0.9 475 0.5 86,595
NON U.S. 1,380 1.1 450 0.4 2,080 2.4 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 2,535 2.0 996 0.8 2,837 3.3 475 0.5
CBT CORN U.S. 9,936 1.4 12,611 1.8 697,688 15,002 2.7 6,129 1.1 556,471
NON U.S. 1,925 0.3 480 0.1 3,175 0.6 6,380 1.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,861 1.7 13,091 1.9 18,177 3.3 12,509 2.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 271,033 7.6 338,971 9.5 3,583,219 156,710 6.1 141,204 5.5 2,553,521
NON U.S. 23,882 0.7 36,901 1.0 19,268 0.8 10,160 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
9 294,915 8.3 375,872 10.5 175,978 6.9 151,364 5.9
ICUS COTTON NO. 2 U.S. 3,350 2.8 4,699 4.0 117,875 400 0.5 1,206 1.5 78,327
NON U.S. 920 0.8 50 0.0 470 0.6 50 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 4,270 3.6 4,749 4.0 870 1.1 1,256 1.6
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 12,433 2.9 16,589 3.9 428,988 16,758 3.4 17,764 3.6 497,575
NON U.S. 7 5,100 1.2 19,845 4.6 29,260 5.9 46,790 9.4
---- --------- ---- --------- ---- --------- ---- --------- ----
13 17,533 4.1 36,434 8.5 46,018 9.3 64,554 13.0
CBT 5-YEAR U.S. TREASURY NOTES U.S. 750 0.4 1,150 0.6 180,322 5,950 4.5 0 0.0 131,323
NON U.S. 200 0.1 48,400 26.8 200 0.2 21,100 16.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 950 0.5 49,550 27.4 6,150 4.7 21,100 16.1
CBT 30-DAY FEDERAL FUNDS U.S. 4,550 4.4 3,000 2.9 103,362 11,050 3.5 11,225 3.6 311,511
NON U.S. 3,000 2.9 4,100 4.0 43,000 13.8 40,100 12.9
---- --------- ---- --------- ---- --------- ---- --------- ----
7 7,550 7.3 7,100 6.9 54,050 17.3 51,325 16.5
NYME CRUDE OIL, LIGHT SWEET U.S. 110,373 6.5 134,465 7.9 1,703,596 94,805 6.8 76,402 5.5 1,391,022
NON U.S. 28,088 1.6 49,137 2.9 39,697 2.9 28,744 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
16 138,461 8.1 183,602 10.8 134,502 9.7 105,146 7.6
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 27,045 13.5 29,027 14.5 199,739 7,587 9.0 3,322 3.9 84,396
NON U.S. 1,700 0.9 400 0.2 350 0.4 650 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
5 28,745 14.4 29,427 14.7 7,937 9.4 3,972 4.7
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 69,855 9.3 95,527 12.8 747,468 116,308 17.1 72,837 10.7 678,452
NON U.S. 10 53,565 7.2 95,689 12.8 82,905 12.2 60,945 9.0
---- --------- ---- --------- ---- --------- ---- --------- ----
14 123,420 16.5 191,216 25.6 199,213 29.3 133,782 19.7
NYME EUR STYLE BRENT OPTIONS U.S. 10,722 19.5 6,797 12.3 55,105 5,621 12.1 5,817 12.6 46,288
NON U.S. 500 0.9 2,025 3.7 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,222 20.4 8,822 16.0 5,621 12.1 5,817 12.6
NYME BRENT AVG PRICE OPTIONS U.S. 6,798 4.7 11,794 8.2 144,300 16,215 12.6 7,368 5.7 128,896
NON U.S. 6,475 4.5 22,343 15.5 9,795 7.6 8,570 6.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 13,273 9.2 34,137 23.7 26,010 20.2 15,938 12.3
ICUS SUGAR NO. 11 U.S. 4,285 1.2 6,520 1.9 347,241 7,720 2.3 3,710 1.1 332,832
NON U.S. 6,830 2.0 7,789 2.2 2,740 0.8 2,134 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 11,115 3.2 14,309 4.1 10,460 3.1 5,844 1.7
CMX SILVER U.S. 1,818 1.9 4,354 4.6 95,325 4,037 6.5 2,718 4.4 61,815
NON U.S. 2,233 2.3 3,771 4.0 2,580 4.2 3,258 5.3
---- --------- ---- --------- ---- --------- ---- --------- ----
8 4,051 4.2 8,125 8.6 6,617 10.7 5,976 9.7
CMX GOLD U.S. 4 46,762 7.5 39,820 6.4 620,591 33,653 8.6 33,218 8.5 389,901
NON U.S. 9 22,483 3.6 19,153 3.1 14,310 3.7 21,408 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
13 69,245 11.1 58,973 9.5 47,963 12.3 54,626 14.0
CME EURO FX U.S. 1,767 2.8 0 0.0 63,398 1,344 1.0 755 0.6 128,915
NON U.S. 2,463 3.9 1,195 1.9 2,932 2.3 2,667 2.1
---- --------- ---- --------- ---- --------- ---- --------- ----
8 4,230 6.7 1,195 1.9 4,276 3.3 3,422 2.7
CME 3-MONTH EURODOLLARS U.S. 12 228,187 3.6 206,215 3.2 6,364,947 525,870 6.8 315,771 4.1 7,724,926
NON U.S. 22 299,262 4.7 360,607 5.7 469,925 6.1 357,220 4.6
---- --------- ---- --------- ---- --------- ---- --------- ----
34 527,449 8.3 566,822 8.9 995,795 12.9 672,991 8.7
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 448,020 0 0.0 0 0.0 818,906
NON U.S. 5,100 1.1 1,802 0.4 4,662 0.6 150 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
5 5,100 1.1 1,802 0.4 4,662 0.6 150 0.0