BANK BANK LONG SHORT CALL LONG SHORT PUT
COMMODITY NAME TYPE COUNT CALLS % CALLS % O. I. PUTS % PUTS % O. I.
CBT WHEAT U.S. 9,353 4.6 13,498 6.7 201,455 12,866 8.6 13,141 8.8 149,117
NON U.S. 656 0.3 440 0.2 691 0.5 190 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
5 10,009 4.9 13,938 6.9 13,557 9.1 13,331 8.9
CBT CORN U.S. 21,041 2.1 27,940 2.8 982,662 21,835 3.1 19,047 2.7 711,211
NON U.S. 1,538 0.2 975 0.1 1,468 0.2 1,145 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
6 22,579 2.3 28,915 2.9 23,303 3.3 20,192 2.9
CBT SOYBEANS U.S. 905 0.2 1,405 0.3 412,721 3,408 0.9 1,410 0.4 362,096
NON U.S. 523 0.1 336 0.1 768 0.2 281 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 1,428 0.3 1,741 0.4 4,176 1.1 1,691 0.5
CBT U.S. TREASURY BONDS U.S. 1,410 1.2 1,525 1.3 113,493 4,010 2.9 1,625 1.2 138,883
NON U.S. 2,000 1.8 300 0.3 0 0.0 300 0.2
---- --------- ---- --------- ---- --------- ---- --------- ----
5 3,410 3.0 1,825 1.6 4,010 2.9 1,925 1.4
NYME EUR STYLE NATURAL GAS OPTIONS U.S. 265,018 8.3 306,708 9.6 3,180,730 170,395 7.4 142,109 6.2 2,290,206
NON U.S. 26,621 0.8 48,214 1.5 37,979 1.7 20,947 0.9
---- --------- ---- --------- ---- --------- ---- --------- ----
9 291,639 9.1 354,922 11.1 208,374 9.1 163,056 7.1
CBT 2-YEAR U.S. TREASURY NOTES U.S. 0 0.0 700 5.7 12,297 1,000 0.8 2,300 1.9 123,584
NON U.S. 0 0.0 300 2.4 22,450 18.2 24,300 19.7
---- --------- ---- --------- ---- --------- ---- --------- ----
5 0 0.0 1,000 8.1 23,450 19.0 26,600 21.6
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 11,040 2.4 16,900 3.7 461,968 38,903 4.5 18,225 2.1 863,672
NON U.S. 12 7,222 1.6 5,250 1.1 67,882 7.9 26,130 3.0
---- --------- ---- --------- ---- --------- ---- --------- ----
19 18,262 4.0 22,150 4.8 106,785 12.4 44,355 5.1
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 2,800 1.5 4,775 2.5 190,996 9,260 5.2 1,425 0.8 177,524
NON U.S. 4 200 0.1 500 0.3 3,400 1.9 2,700 1.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 3,000 1.6 5,275 2.8 12,660 7.1 4,125 2.3
CBT 30-DAY FEDERAL FUNDS U.S. 4 12,300 3.3 11,365 3.0 378,328 7,900 2.2 9,400 2.7 352,505
NON U.S. 4 11,700 3.1 1,000 0.3 12,500 3.5 12,500 3.5
---- --------- ---- --------- ---- --------- ---- --------- ----
8 24,000 6.4 12,365 3.3 20,400 5.7 21,900 6.2
NYME CRUDE OIL, LIGHT SWEET U.S. 4 106,785 4.5 167,504 7.1 2,352,345 132,290 6.9 104,582 5.4 1,926,084
NON U.S. 11 22,520 1.0 51,418 2.2 40,744 2.1 25,427 1.3
---- --------- ---- --------- ---- --------- ---- --------- ----
15 129,305 5.5 218,922 9.3 173,034 9.0 130,009 6.7
NYME EUR STYLE CRUDE OIL OPTIONS U.S. 27,212 10.4 20,903 8.0 260,749 13,371 9.3 8,197 5.7 143,950
NON U.S. 600 0.2 400 0.2 250 0.2 400 0.3
---- --------- ---- --------- ---- --------- ---- --------- ----
6 27,812 10.6 21,303 8.2 13,621 9.5 8,597 6.0
NYME CRUDE OIL AVG PRICE OPTIONS U.S. 4 109,414 10.8 139,157 13.8 1,008,959 163,121 17.9 83,270 9.2 909,188
NON U.S. 10 32,356 3.2 83,700 8.3 93,561 10.3 41,058 4.5
---- --------- ---- --------- ---- --------- ---- --------- ----
14 141,770 14.0 222,857 22.1 256,682 28.2 124,328 13.7
ICUS SUGAR NO. 11 U.S. 4,152 1.0 3,423 0.8 411,583 4,842 1.6 925 0.3 297,639
NON U.S. 3,992 1.0 3,337 0.8 1,462 0.5 287 0.1
---- --------- ---- --------- ---- --------- ---- --------- ----
6 8,144 2.0 6,760 1.6 6,304 2.1 1,212 0.4
CMX SILVER U.S. 1,961 2.3 5,034 6.0 84,080 3,816 5.8 935 1.4 65,426
NON U.S. 1,083 1.3 2,665 3.2 1,611 2.5 1,241 1.9
---- --------- ---- --------- ---- --------- ---- --------- ----
6 3,044 3.6 7,699 9.2 5,427 8.3 2,176 3.3
CMX GOLD U.S. 43,388 7.5 51,193 8.8 581,505 26,393 6.3 27,303 6.5 420,002
NON U.S. 14,264 2.5 41,150 7.1 16,998 4.0 22,917 5.5
---- --------- ---- --------- ---- --------- ---- --------- ----
12 57,652 10.0 92,343 15.9 43,391 10.3 50,220 12.0
CME 3-MONTH EURODOLLARS U.S. 15 336,353 3.3 424,709 4.2 10,102,313 897,047 8.4 491,675 4.6 10,678,611
NON U.S. 28 514,188 5.1 588,933 5.8 569,386 5.3 558,692 5.2
---- --------- ---- --------- ---- --------- ---- --------- ----
43 850,541 8.4 1,013,642 10.0 1,466,433 13.7 1,050,367 9.8
CME E-MINI S&P 500 STOCK INDEX U.S. 0 0.0 0 0.0 481,709 100 0.0 100 0.0 791,378
NON U.S. 4,950 1.0 185 0.0 4,600 0.6 310 0.0
---- --------- ---- --------- ---- --------- ---- --------- ----
7 4,950 1.0 185 0.0 4,700 0.6 410 0.0