BANK BANK LONG SHORT CALL LONG SHORT PUT COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I. CBT WHEAT U.S. 4,958 2.8 4,266 2.4 174,665 5,819 4.2 6,151 4.5 138,096 NON U.S. 875 0.5 170 0.1 1,585 1.1 370 0.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 5,833 3.3 4,436 2.5 7,404 5.3 6,521 4.8 CBT CORN U.S. 25,852 2.4 11,761 1.1 1,065,069 19,369 2.4 26,017 3.2 819,344 NON U.S. 1,175 0.1 900 0.1 975 0.1 4,600 0.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 27,027 2.5 12,661 1.2 20,344 2.5 30,617 3.8 CBT U.S. TREASURY BONDS U.S. 5 10,385 4.5 11,450 5.0 229,333 12,935 5.3 3,100 1.3 242,614 NON U.S. 4 1,450 0.6 1,300 0.6 9,574 3.9 10,125 4.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 11,835 5.1 12,750 5.6 22,509 9.2 13,225 5.5 NYME NO. 2 HEATING OIL, N.Y. HARBOR U.S. 3,650 5.9 1,490 2.4 62,053 2,855 4.2 4,320 6.3 68,575 NON U.S. 725 1.2 575 0.9 1,400 2.0 850 1.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 4,375 7.1 2,065 3.3 4,255 6.2 5,170 7.5 NYME HEATING OIL AVG PRICE OPTIONS U.S. 14,177 9.0 5,218 3.3 158,385 2,275 2.5 11,560 12.8 90,457 NON U.S. 2,710 1.7 2,330 1.5 2,382 2.6 2,325 2.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 16,887 10.7 7,548 4.8 4,657 5.1 13,885 15.4 NYME EUR STYLE NATURAL GAS OPTIONS U.S. 286,020 8.6 335,704 10.1 3,338,844 169,392 7.0 139,258 5.8 2,408,310 NON U.S. 24,840 0.7 43,209 1.3 33,367 1.4 16,302 0.7 ---- --------- ---- --------- ---- --------- ---- --------- ---- 9 310,860 9.3 378,913 11.4 202,759 8.4 155,560 6.5 ICUS COTTON NO. 2 U.S. 8,157 4.9 2,180 1.3 166,397 6,247 4.8 3,902 3.0 130,480 NON U.S. 780 0.5 425 0.3 330 0.3 485 0.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 8,937 5.4 2,605 1.6 6,577 5.1 4,387 3.4 CBT 2-YEAR U.S. TREASURY NOTES U.S. 0 0.0 2,200 4.1 53,702 5,100 3.0 2,500 1.5 167,809 NON U.S. 0 0.0 0 0.0 3,500 2.1 2,500 1.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 0 0.0 2,200 4.1 8,600 5.1 5,000 3.0 CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 22,328 3.8 46,829 7.9 590,161 60,153 6.3 65,345 6.8 954,947 NON U.S. 19 10,706 1.8 28,578 4.8 50,926 5.3 45,908 4.8 ---- --------- ---- --------- ---- --------- ---- --------- ---- 26 33,034 5.6 75,407 12.7 111,079 11.6 111,253 11.6 CBT 5-YEAR U.S. TREASURY NOTES U.S. 26,000 12.3 10,825 5.1 212,074 18,250 5.3 11,560 3.4 344,849 NON U.S. 2,050 1.0 36,800 17.4 21,250 6.2 588 0.2 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 28,050 13.3 47,625 22.5 39,500 11.5 12,148 3.6 CBT 30-DAY FEDERAL FUNDS U.S. 4 12,000 4.3 2,675 1.0 278,824 19,350 2.8 22,225 3.2 700,075 NON U.S. 4 500 0.2 7,900 2.8 53,900 7.7 55,351 7.9 ---- --------- ---- --------- ---- --------- ---- --------- ---- 8 12,500 4.5 10,575 3.8 73,250 10.5 77,576 11.1 NYME CRUDE OIL, LIGHT SWEET U.S. 119,752 5.8 151,999 7.4 2,048,428 120,755 6.3 106,592 5.5 1,928,144 NON U.S. 27,187 1.3 50,554 2.5 48,700 2.5 31,300 1.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 15 146,939 7.1 202,553 9.9 169,455 8.8 137,892 7.1 NYME EUR STYLE CRUDE OIL OPTIONS U.S. 33,668 11.2 37,467 12.4 301,648 12,993 8.8 2,991 2.0 147,672 NON U.S. 1,950 0.6 150 0.0 300 0.2 675 0.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 35,618 11.8 37,617 12.4 13,293 9.0 3,666 2.5 NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 90,323 10.2 119,337 13.5 885,351 137,619 16.8 84,376 10.3 817,800 NON U.S. 9 30,633 3.5 83,601 9.4 93,310 11.4 43,090 5.3 ---- --------- ---- --------- ---- --------- ---- --------- ---- 13 120,956 13.7 202,938 22.9 230,929 28.2 127,466 15.6 NYME EUR STYLE BRENT OPTIONS U.S. 10,247 15.9 10,474 16.2 64,534 3,571 6.9 4,980 9.6 51,628 NON U.S. 500 0.8 2,600 4.0 250 0.5 300 0.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 10,747 16.7 13,074 20.2 3,821 7.4 5,280 10.2 NYME BRENT AVG PRICE OPTIONS U.S. 6,683 4.7 5,174 3.6 142,699 13,526 12.5 7,180 6.6 108,416 NON U.S. 6,200 4.3 4,823 3.4 6,045 5.6 5,890 5.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 12,883 9.0 9,997 7.0 19,571 18.1 13,070 12.0 CMX SILVER U.S. 2,826 2.5 6,976 6.3 111,560 6,336 7.2 2,789 3.2 87,618 NON U.S. 2,599 2.3 4,922 4.4 1,763 2.0 2,976 3.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 7 5,425 4.8 11,898 10.7 8,099 9.2 5,765 6.6 CMX GOLD U.S. 47,272 7.3 67,177 10.4 649,006 36,398 9.0 47,447 11.8 403,762 NON U.S. 15,072 2.3 35,250 5.4 11,521 2.9 18,494 4.6 ---- --------- ---- --------- ---- --------- ---- --------- ---- 12 62,344 9.6 102,427 15.8 47,919 11.9 65,941 16.4 CME EURO FX U.S. 3,066 3.2 812 0.9 94,865 3,241 2.6 379 0.3 126,310 NON U.S. 5,440 5.7 1,025 1.1 3,129 2.5 2,555 2.0 ---- --------- ---- --------- ---- --------- ---- --------- ---- 6 8,506 8.9 1,837 2.0 6,370 5.1 2,934 2.3 CME 3-MONTH EURODOLLARS U.S. 13 450,400 4.5 530,846 5.3 9,998,405 798,610 6.3 513,075 4.1 12,599,757 NON U.S. 32 331,196 3.3 462,128 4.6 665,310 5.3 572,775 4.5 ---- --------- ---- --------- ---- --------- ---- --------- ---- 45 781,596 7.8 992,974 9.9 1,463,920 11.6 1,085,850 8.6 CME E-MINI S&P 500 STOCK INDEX U.S. 120 0.0 0 0.0 571,079 1 0.0 0 0.0 1,012,317 NON U.S. 3,000 0.5 200 0.0 5,528 0.5 3,964 0.4 ---- --------- ---- --------- ---- --------- ---- --------- ---- 5 3,120 0.5 200 0.0 5,529 0.5 3,964 0.4