BANK BANK LONG SHORT CALL LONG SHORT PUT COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I. CBT WHEAT U.S. 3,942 2.1 3,802 2.0 189,289 4,607 3.1 1,471 1.0 146,303 NON U.S. 1,150 0.6 115 0.1 1,860 1.3 470 0.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 5,092 2.7 3,917 2.1 6,467 4.4 1,941 1.3 CBT CORN U.S. 18,922 1.7 14,421 1.3 1,090,457 20,013 2.2 16,307 1.8 911,512 NON U.S. 3,370 0.3 1,438 0.1 1,320 0.1 6,500 0.7 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 22,292 2.0 15,859 1.4 21,333 2.3 22,807 2.5 CBT U.S. TREASURY BONDS U.S. 8,420 4.0 11,725 5.5 213,131 13,958 6.8 9,475 4.6 203,901 NON U.S. 1,620 0.8 2,450 1.1 560 0.3 760 0.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 10,040 4.8 14,175 6.6 14,518 7.1 10,235 5.0 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3,430 3.6 2,095 2.2 94,609 3,675 4.9 4,195 5.6 74,602 NON U.S. 1,200 1.3 735 0.8 1,260 1.7 825 1.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 4,630 4.9 2,830 3.0 4,935 6.6 5,020 6.7 NYME HEATING OIL AVG PRICE OPTIONS U.S. 11,565 9.2 5,315 4.2 125,147 2,525 3.4 9,363 12.6 74,189 NON U.S. 2,811 2.2 2,090 1.7 1,370 1.8 1,140 1.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 14,376 11.4 7,405 5.9 3,895 5.2 10,503 14.1 NYME EUR STYLE NATURAL GAS OPTIONS U.S. 288,169 8.1 341,954 9.7 3,538,988 154,125 6.5 148,700 6.2 2,386,729 NON U.S. 24,580 0.7 39,469 1.1 25,564 1.1 11,310 0.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 312,749 8.8 381,423 10.8 179,689 7.6 160,010 6.7 ICUS COTTON NO. 2 U.S. 10,632 5.2 7,002 3.4 205,209 3,570 2.7 2,848 2.1 134,365 NON U.S. 1,020 0.5 425 0.2 620 0.5 335 0.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 11,652 5.7 7,427 3.6 4,190 3.2 3,183 2.3 CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 32,975 6.2 14,150 2.7 530,493 36,024 6.1 15,500 2.6 593,415 NON U.S. 11 4,615 0.9 31,435 5.9 13,250 2.2 11,010 1.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 16 37,590 7.1 45,585 8.6 49,274 8.3 26,510 4.5 CBT 5-YEAR U.S. TREASURY NOTES U.S. 33,650 10.7 1,900 0.6 313,854 24,050 8.5 700 0.2 282,450 NON U.S. 900 0.3 64,853 20.7 650 0.2 42,803 15.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 34,550 11.0 66,753 21.3 24,700 8.7 43,503 15.4 CBT 30-DAY FEDERAL FUNDS U.S. 4 2,000 0.9 8,645 4.0 217,764 13,050 2.4 13,225 2.4 554,448 NON U.S. 8 4,310 2.0 5,200 2.4 54,000 9.7 55,451 10.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 12 6,310 2.9 13,845 6.4 67,050 12.1 68,676 12.4 NYME CRUDE OIL, LIGHT SWEET U.S. 129,820 6.2 163,440 7.8 2,103,308 126,493 6.7 113,134 6.0 1,891,160 NON U.S. 32,850 1.6 51,132 2.4 50,388 2.7 38,739 2.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 14 162,670 7.8 214,572 10.2 176,881 9.4 151,873 8.0 NYME EUR STYLE CRUDE OIL OPTIONS U.S. 33,873 12.0 35,917 12.8 281,191 13,592 9.4 4,395 3.1 143,995 NON U.S. 2,200 0.8 400 0.1 2,050 1.4 3,325 2.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 36,073 12.8 36,317 12.9 15,642 10.8 7,720 5.4 NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 78,592 9.5 101,421 12.3 827,888 122,067 16.3 79,545 10.6 749,377 NON U.S. 9 45,943 5.5 85,892 10.4 80,784 10.8 56,614 7.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 13 124,535 15.0 187,313 22.7 202,851 27.1 136,159 18.2 NYME EUR STYLE BRENT OPTIONS U.S. 11,117 16.0 11,232 16.2 69,462 4,621 7.3 4,990 7.9 63,334 NON U.S. 500 0.7 2,575 3.7 0 0.0 0 0.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 11,617 16.7 13,807 19.9 4,621 7.3 4,990 7.9 NYME BRENT AVG PRICE OPTIONS U.S. 6,262 4.2 11,030 7.5 147,931 15,995 14.1 6,630 5.9 113,047 NON U.S. 6,445 4.4 18,063 12.2 7,580 6.7 6,295 5.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 12,707 8.6 29,093 19.7 23,575 20.8 12,925 11.5 CMX SILVER U.S. 3,774 2.9 7,006 5.5 128,138 6,874 7.5 4,025 4.4 91,700 NON U.S. 3,357 2.6 5,152 4.0 2,260 2.5 4,127 4.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 7,131 5.5 12,158 9.5 9,134 10.0 8,152 8.9 CMX GOLD U.S. 59,936 7.9 67,194 8.9 756,746 45,410 8.9 47,645 9.3 509,946 NON U.S. 22,435 3.0 28,262 3.7 17,493 3.4 27,777 5.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 12 82,371 10.9 95,456 12.6 62,903 12.3 75,422 14.7 CME EURO FX U.S. 2,922 3.2 466 0.5 92,125 3,397 2.2 786 0.5 157,251 NON U.S. 4,610 5.0 2,127 2.3 4,483 2.9 3,105 2.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 7,532 8.2 2,593 2.8 7,880 5.1 3,891 2.5 CME 3-MONTH EURODOLLARS U.S. 13 373,728 4.0 357,263 3.8 9,358,040 614,880 5.7 348,321 3.2 10,758,100 NON U.S. 25 359,763 3.8 435,133 4.6 511,638 4.8 410,860 3.8 ---- --------- ---- --------- ---- --------- ---- --------- ---- 38 733,491 7.8 792,396 8.4 1,126,518 10.5 759,181 7.0 CME E-MINI S&P 500 STOCK INDEX U.S. 250 0.0 0 0.0 609,175 890 0.1 826 0.1 1,034,917 NON U.S. 1,545 0.3 75 0.0 1,762 0.2 1,455 0.1 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 1,795 0.3 75 0.0 2,652 0.3 2,281 0.2