BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 3,677 2.7 2,656 2.0 135,325 2,442 2.3 2,914 2.7 107,947
NON U.S. 850 0.6 115 0.1 1,510 1.4 115 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,527 3.3 2,771 2.1 3,952 3.7 3,029 2.8
CBT CORN U.S. 16,986 1.6 10,054 0.9 1,067,041 22,204 2.4 17,568 1.9 913,945
NON U.S. 2,150 0.2 897 0.1 775 0.1 5,225 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
5 19,136 1.8 10,951 1.0 22,979 2.5 22,793 2.5
CBT U.S. TREASURY BONDS U.S. 7,570 2.0 5,980 1.6 376,485 7,620 5.1 3,130 2.1 148,572
NON U.S. 5,800 1.5 6,260 1.7 200 0.1 1,010 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
6 13,370 3.5 12,240 3.3 7,820 5.2 4,140 2.8
NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3,630 5.1 1,920 2.7 71,184 2,855 3.5 4,020 4.9 81,576
NON U.S. 800 1.1 535 0.8 2,125 2.6 1,025 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
5 4,430 6.2 2,455 3.5 4,980 6.1 5,045 6.2
NYME HEATING OIL AVG PRICE OPTIONS U.S. 13,283 9.0 4,598 3.1 148,386 2,495 3.1 11,031 13.8 79,759
NON U.S. 2,312 1.6 2,050 1.4 2,122 2.7 1,950 2.4
---- --------- ---- --------- ---- --------- ---- --------- ----
5 15,595 10.6 6,648 4.5 4,617 5.8 12,981 16.2
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 289,977 8.5 335,147 9.8 3,431,264 166,816 6.8 149,373 6.1 2,452,276
NON U.S. 26,271 0.8 42,504 1.2 30,464 1.2 15,397 0.6
---- --------- ---- --------- ---- --------- ---- --------- ----
9 316,248 9.3 377,651 11.0 197,280 8.0 164,770 6.7
ICUS COTTON NO. 2 U.S. 9,582 5.0 6,042 3.2 190,814 5,553 4.0 4,200 3.1 137,500
NON U.S. 745 0.4 325 0.2 395 0.3 335 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
7 10,327 5.4 6,367 3.4 5,948 4.3 4,535 3.3
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 17,650 3.6 22,875 4.7 484,472 15,450 2.8 18,425 3.3 557,673
NON U.S. 5 4,773 1.0 12,168 2.5 8,130 1.5 12,855 2.3
---- --------- ---- --------- ---- --------- ---- --------- ----
10 22,423 4.6 35,043 7.2 23,580 4.3 31,280 5.6
CBT 5-YEAR U.S. TREASURY NOTES U.S. 31,650 22.5 1,300 0.9 140,732 24,850 14.3 1,300 0.7 174,302
NON U.S. 1,600 1.1 3,510 2.5 300 0.2 1,303 0.7
---- --------- ---- --------- ---- --------- ---- --------- ----
7 33,250 23.6 4,810 3.4 25,150 14.5 2,603 1.4
CBT 30-DAY FEDERAL FUNDS U.S. 4 0 0.0 3,675 1.3 288,911 17,400 2.4 20,575 2.9 714,767
NON U.S. 8 5,010 1.7 8,400 2.9 54,300 7.6 55,751 7.8
---- --------- ---- --------- ---- --------- ---- --------- ----
12 5,010 1.7 12,075 4.2 71,700 10.0 76,326 10.7
NYME CRUDE OIL, LIGHT SWEET U.S. 123,848 5.9 154,339 7.3 2,099,858 126,754 6.5 107,357 5.5 1,959,528
NON U.S. 27,578 1.3 48,811 2.3 48,647 2.5 32,345 1.7
---- --------- ---- --------- ---- --------- ---- --------- ----
15 151,426 7.2 203,150 9.6 175,401 9.0 139,702 7.2
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 33,823 11.5 37,217 12.7 294,021 13,442 9.6 4,135 3.0 140,042
NON U.S. 2,050 0.7 400 0.1 400 0.3 1,175 0.8
---- --------- ---- --------- ---- --------- ---- --------- ----
8 35,873 12.2 37,617 12.8 13,842 9.9 5,310 3.8
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 82,929 9.4 111,116 12.6 881,256 134,203 16.4 81,122 9.9 818,317
NON U.S. 9 31,839 3.6 83,256 9.4 91,995 11.2 55,920 6.8
---- --------- ---- --------- ---- --------- ---- --------- ----
13 114,768 13.0 194,372 22.0 226,198 27.6 137,042 16.7
NYME EUR STYLE BRENT OPTIONS U.S. 11,820 16.1 11,197 15.3 73,189 3,421 6.4 5,080 9.5 53,400
NON U.S. 500 0.7 2,575 3.5 0 0.0 0 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
6 12,320 16.8 13,772 18.8 3,421 6.4 5,080 9.5
NYME BRENT AVG PRICE OPTIONS U.S. 6,406 4.6 5,751 4.1 140,519 14,478 12.5 7,250 6.3 115,420
NON U.S. 7,090 5.0 5,808 4.1 6,135 5.3 5,855 5.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 13,496 9.6 11,559 8.2 20,613 17.8 13,105 11.4
CMX SILVER U.S. 2,884 2.8 6,301 6.0 104,268 5,719 6.9 2,864 3.4 83,258
NON U.S. 1,913 1.8 4,074 3.9 938 1.1 2,500 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 4,797 4.6 10,375 9.9 6,657 8.0 5,364 6.4
CMX GOLD U.S. 73,538 9.3 81,212 10.3 787,399 51,481 9.2 59,939 10.7 562,141
NON U.S. 22,299 2.8 31,220 4.0 17,763 3.2 27,499 4.9
---- --------- ---- --------- ---- --------- ---- --------- ----
11 95,837 12.1 112,432 14.3 69,244 12.4 87,438 15.6
CME 3-MONTH EURODOLLARS U.S. 13 482,553 4.1 560,297 4.7 11,898,050 925,185 6.5 695,055 4.8 14,332,887
NON U.S. 31 404,828 3.4 519,626 4.4 699,336 4.9 577,612 4.0
---- --------- ---- --------- ---- --------- ---- --------- ----
44 887,381 7.5 1,079,923 9.1 1,624,521 11.4 1,272,667 8.8
CME E-MINI S&P 500 STOCK INDEX U.S. 2,864 0.3 0 0.0 830,118 4,539 0.3 150 0.0 1,329,337
NON U.S. 4,333 0.5 300 0.0 400 0.0 1,050 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 7,197 0.8 300 0.0 4,939 0.3 1,200 0.1