End-of-Day Dollar Weighted Commodity OptionChains
Monday, March 19, 2007 18:02 CT
( BETA 4)
CBOT -  AGRICULTURAL
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
C        54,512        26,586          6,817,429          2,488,781           0.49           0.37          81,098           9,306,210
S        15,500        11,457          1,938,225          1,099,519           0.74           0.57          26,957           3,037,744
BO             415             302             151,600                 8,660           0.73           0.06               717              160,260
SM          1,479             220             267,623                 8,617           0.15           0.03            1,699              276,240
W          8,036          3,418             612,836          5,085,593           0.43           8.30          11,454           5,698,429
CBOT -  INTEREST RATES
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
US        24,432        20,991 #VALUE! #VALUE!           0.86 #VALUE!          45,423 #VALUE!
TY        54,075        85,860 #VALUE! #VALUE!           1.59 #VALUE!        139,935 #VALUE!
FV          3,315          5,747 #VALUE! #VALUE!           1.73 #VALUE!            9,062 #VALUE!
TU          2,500          2,500 #VALUE! #VALUE!           1.00 #VALUE!            5,000 #VALUE!
CBOT -  EQUITY INDEX
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
YM             658             588               35,641               10,877           0.89           0.31            1,246                46,518
DJ             112               62                 1,585                    761           0.55           0.48               174                  2,346
CME -  EQUITY INDEX
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
ES        32,600        16,152          1,198,215             721,556           0.50           0.60          48,752           1,919,771
NQ             762             613               37,928               31,788           0.80           0.84            1,375                69,716
SP        36,629        35,568          6,035,471          5,136,985           0.97           0.85          72,197         11,172,456
ND             323               28             160,333                 3,550           0.09           0.02               351              163,883
RL          2,524          2,216             101,772             169,170           0.88           1.66            4,740              270,942
CME -  INTEREST RATES
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
ED      877,644      243,689          9,277,818        11,697,006           0.28           1.26     1,121,333         20,974,824
FF          9,481          6,351               48,659               21,123           0.67           0.43          15,832                69,782
CME -  CURRENCIES
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
AD             182               66               13,440                 3,774           0.36           0.28               248                17,214
BP          1,007          1,207               97,287             185,018           1.20           1.90            2,214              282,305
CD             454             617               90,700                 2,000           1.36           0.02            1,071                92,700
JY          1,520          1,676               37,596               72,281           1.10           1.92            3,196              109,877
SF             463             484                        5                        2           1.05           0.40               947                         7
EC          7,185          2,762             463,017             108,317           0.38           0.23            9,947              571,334
CME -  LIVESTOCK
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
LH             173             138                 8,794                 9,051           0.80           1.03               311                17,845
PB               -                   1                       -                      100                           1                     100
LC          1,655          1,276             118,617               94,060           0.77           0.79            2,931              212,677
CME -  LUMBER
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
LB                 8                 6                    144                    302           0.75           2.10                 14                     446
NYMEX -  ENERGY
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
HO        12,221        10,409          3,366,648          2,351,815           0.85           0.70          22,630           5,718,463
CL      210,436      251,196      118,865,194      123,471,250           1.19           1.04        461,632       242,336,444
NG      350,240      257,184      239,466,767      245,012,927           0.73           1.02        607,424       484,479,694
RB        12,887          6,844          7,530,453          1,492,028           0.53           0.20          19,731           9,022,481
NYBOT
   Call   Put   Call   Put   Simple   Dollar W   Total   Total 
Symbol Volume Volume $wVol $wVol P/C Ratio P/C Ratio  Volume $wVol
CC          1,552          1,394             565,910             212,190           0.90           0.37            2,946              778,100
CT          9,805          8,373             158,951             121,361           0.85           0.76          18,178              280,312
KC        10,106          5,823             180,941             258,477           0.58           1.43          15,929              439,418
SB        22,820        20,441               27,394             259,726           0.90           9.48          43,261              287,120
OJ          1,371             756             104,292               13,013           0.55           0.12            2,127              117,305