Help importing OFX files for options/futures accounts

[Brendan Simon]

Hi,

I have downloaded some statements from my online broker (Interactive
Brokers) which are in OFX format :)

The transactions involve options of financial indices such as the German
DAX and FTSE.  These are in differenent currencies such as Euro and
English Pound.  My base currency is in Australian Dollars.  There are
also various other transactions such as commission, deposits,
withdrawals, initial margin and variation margin.

When I import the files, gnucash asks me various questions for which I'm
not sure how to answer.
I get a dialog box asking me to:
    Please select a commodity to match the following exchange code.
    Please note that the exchange code of the commodity you select will
be overwritten.
       Commodity: P ODAX AUG 04  3600 DAX AUG04 360
       Exchange code (CUSIP or similar): P ODAX AUG 04 3600
       Mnemonic (Ticker symbol or similar): P ODAX AUG 04 3600
          Type: AMEX | EUREX | FUND | ISO4217 | NASDAQ | NYSE

I _assume_ I select EUREX but I'm not sure.
If I select EUREX, it tells me the currency/security is C ODAX JUL 04 
4200 (C ODAX JUL 04  4200 DAX JUL04 420)

If I select ISO4217 then it allows me to select a currency.  What is
ISO4217?

It then asks me to create an account for each commodity.
Does this mean it needs a pool from where to "buy" and "sell" to
commodity.  eg. the market?
Should I have a new account for each commodity?
If I have 10 different options then I will have 10 different accounts. 
This does not seem right as it wont scale very well.  eg. Each option
usually has a life of 30-90 days, so over the years there will be more
and more options with different expiries and therefore different
accounts would have to be created.

I'm really lost at what gnucash is trying to ask me and why.
Please help me understand.
Any comments or suggestions greatly appreciated.
Are there any documents on howto import OFX files?

Maybe it's not that there OFX files, but rather that they are "stock"
like data.
Are there any documents on how to import to stock accounts?
Is a broker account a "stock" account or a "bank" account ???
Does anyone else use OFX files for options or futures ???

Thanks again.
Cheers,
Brendan Simon.
Melbourne/Australia.