BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT CORN U.S. 14,470 1.9 14,044 1.9 745,035 14,741 1.8 13,683 1.6 829,568
NON U.S. 1,470 0.2 336 0.0 1,180 0.1 6,355 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
6 15,940 2.1 14,380 1.9 15,921 1.9 20,038 2.4
CBT SOYBEANS U.S. 3,075 0.6 3,969 0.8 500,329 5,495 1.4 1,879 0.5 384,456
NON U.S. 480 0.1 1,365 0.3 2,740 0.7 315 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 3,555 0.7 5,334 1.1 8,235 2.1 2,194 0.6
CBT U.S. TREASURY BONDS U.S. 2,610 1.4 3,700 2.0 182,563 14,877 5.8 7,990 3.1 257,960
NON U.S. 4,460 2.4 8,900 4.9 5,500 2.1 7,990 3.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 7,070 3.8 12,600 6.9 20,377 7.9 15,980 6.2
NYME HEATING OIL AVG PRICE OPTIONS U.S. 7,139 10.2 5,177 7.4 70,307 1,883 3.5 5,539 10.2 54,227
NON U.S. 1,256 1.8 731 1.0 150 0.3 30 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 8,395 12.0 5,908 8.4 2,033 3.8 5,569 10.3
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 316,484 7.3 390,436 9.0 4,323,516 211,621 6.6 163,494 5.1 3,203,314
NON U.S. 33,662 0.8 43,909 1.0 28,350 0.9 13,372 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
10 350,146 8.1 434,345 10.0 239,971 7.5 176,866 5.5
ICUS COTTON NO. 2 U.S. 2,835 2.1 3,749 2.7 137,013 1,635 1.7 1,215 1.3 95,841
NON U.S. 1,480 1.1 195 0.1 410 0.4 85 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
7 4,315 3.2 3,944 2.8 2,045 2.1 1,300 1.4
CBT 2-YEAR U.S. TREASURY NOTES U.S. 0 0.0 6,925 11.2 61,932 1,500 1.5 8,825 8.7 101,899
NON U.S. 0 0.0 0 0.0 3,800 3.7 3,800 3.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 0 0.0 6,925 11.2 5,300 5.2 12,625 12.4
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 22,035 3.3 58,188 8.8 657,774 100,399 8.1 81,723 6.6 1,242,040
NON U.S. 17 21,480 3.3 25,400 3.9 65,390 5.3 65,585 5.3
---- --------- ---- --------- ---- --------- ---- --------- ----
25 43,515 6.6 83,588 12.7 165,789 13.4 147,308 11.9
CBT 5-YEAR U.S. TREASURY NOTES U.S. 10,500 3.6 15,850 5.4 292,142 21,850 7.0 10,400 3.3 310,899
NON U.S. 4,500 1.5 25,325 8.7 3,760 1.2 26,000 8.4
---- --------- ---- --------- ---- --------- ---- --------- ----
7 15,000 5.1 41,175 14.1 25,610 8.2 36,400 11.7
CBT 30-DAY FEDERAL FUNDS U.S. 2,000 2.2 2,000 2.2 92,250 11,300 6.0 12,600 6.7 186,936
NON U.S. 2,600 2.8 1,000 1.1 8,650 4.6 3,150 1.7
---- --------- ---- --------- ---- --------- ---- --------- ----
7 4,600 5.0 3,000 3.3 19,950 10.6 15,750 8.4
NYME CRUDE OIL, LIGHT SWEET U.S. 134,117 6.9 158,505 8.2 1,944,200 88,271 6.0 82,303 5.6 1,468,104
NON U.S. 33,441 1.7 53,057 2.7 45,906 3.1 33,465 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
17 167,558 8.6 211,562 10.9 134,177 9.1 115,768 7.9
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 25,383 12.3 28,522 13.8 206,300 6,817 8.3 3,512 4.3 81,977
NON U.S. 600 0.3 400 0.2 0 0.0 200 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 25,983 12.6 28,922 14.0 6,817 8.3 3,712 4.5
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 60,615 8.8 86,129 12.5 688,661 107,968 17.3 64,865 10.4 624,894
NON U.S. 10 52,633 7.6 102,071 14.8 95,149 15.2 60,547 9.7
---- --------- ---- --------- ---- --------- ---- --------- ----
14 113,248 16.4 188,200 27.3 203,117 32.5 125,412 20.1
NYME EUR STYLE BRENT OPTIONS U.S. 7,724 9.6 8,804 10.9 80,687 5,195 9.9 6,687 12.7 52,553
NON U.S. 500 0.6 775 1.0 2,785 5.3 200 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,224 10.2 9,579 11.9 7,980 15.2 6,887 13.1
NYME BRENT AVG PRICE OPTIONS U.S. 10,276 5.9 15,440 8.8 175,265 21,420 13.8 13,668 8.8 155,087
NON U.S. 15,616 8.9 33,495 19.1 17,425 11.2 17,972 11.6
---- --------- ---- --------- ---- --------- ---- --------- ----
11 25,892 14.8 48,935 27.9 38,845 25.0 31,640 20.4
ICUS SUGAR NO. 11 U.S. 2,775 1.1 5,455 2.2 244,029 3,985 1.6 7,505 2.9 255,020
NON U.S. 2,515 1.0 3,259 1.3 1,290 0.5 959 0.4
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,290 2.1 8,714 3.5 5,275 2.1 8,464 3.3
CMX SILVER U.S. 2,887 2.8 4,329 4.2 101,916 5,303 7.2 3,001 4.1 73,823
NON U.S. 3,526 3.5 7,984 7.8 3,285 4.4 6,593 8.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 6,413 6.3 12,313 12.0 8,588 11.6 9,594 13.0
CMX GOLD U.S. 4 65,771 8.5 65,856 8.5 777,929 38,961 7.7 56,504 11.1 509,064
NON U.S. 12 29,686 3.8 30,637 3.9 22,924 4.5 37,165 7.3
---- --------- ---- --------- ---- --------- ---- --------- ----
16 95,457 12.3 96,493 12.4 61,885 12.2 93,669 18.4
CME JAPANESE YEN U.S. 1,031 3.0 245 0.7 34,596 3,960 7.6 1,848 3.5 52,275
NON U.S. 2,329 6.7 970 2.8 1,386 2.7 1,129 2.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,360 9.7 1,215 3.5 5,346 10.3 2,977 5.7
CME EURO FX U.S. 2,728 2.5 503 0.5 108,216 3,186 1.6 3,002 1.5 200,696
NON U.S. 2,858 2.6 1,330 1.2 4,903 2.4 2,335 1.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 5,586 5.1 1,833 1.7 8,089 4.0 5,337 2.7
CME 3-MONTH EURODOLLARS U.S. 11 287,894 4.1 368,306 5.2 7,076,917 495,935 4.4 451,277 4.0 11,271,717
NON U.S. 27 318,256 4.5 361,666 5.1 886,075 7.9 868,858 7.7
---- --------- ---- --------- ---- --------- ---- --------- ----
38 606,150 8.6 729,972 10.3 1,382,010 12.3 1,320,135 11.7
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 618,860 0 0.0 0 0.0 979,552
NON U.S. 23,710 3.8 6,555 1.1 2,743 0.3 8,780 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 23,710 3.8 6,555 1.1 2,743 0.3 8,780 0.9