REPORT DATE: 1/5/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

2,540

6.7

1,975

5.2

37,982

340

2.1

0

0.0

15,904

NON U.S.

3,150

8.3

4,200

11.1

375

2.4

550

3.5

5

5,690

15.0

6,175

16.3

715

4.5

550

3.5

IFED NATURAL GAS PENULTIMATE ICE

U.S.

478,727

12.9

422,516

11.4

3,698,719

201,590

6.9

167,908

5.7

2,940,406

NON U.S.

69,257

1.9

87,076

2.4

50,406

1.7

38,760

1.3

9

547,984

14.8

509,592

13.8

251,996

8.6

206,668

7.0

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

163,354

10.1

158,325

9.8

1,614,111

71,908

6.5

43,608

4.0

1,102,830

NON U.S.

64,720

4.0

105,390

6.5

36,457

3.3

32,950

3.0

10

228,074

14.1

263,715

16.3

108,365

9.8

76,558

6.9

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

1,100

27.7

500

12.6

3,968

1,280

48.9

200

7.6

2,620

NON U.S.

400

10.1

908

22.9

0

0.0

0

0.0

7

1,500

37.8

1,408

35.5

1,280

48.9

200

7.6

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

5

44,448

5.8

9,514

1.2

764,859

4,589

0.7

22,367

3.3

676,737

NON U.S.

10

24,850

3.2

33,997

4.4

42,974

6.4

18,059

2.7

15

69,298

9.1

43,511

5.7

47,563

7.0

40,426

6.0

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

42,246

12.0

36,141

10.3

351,219

27,275

11.6

18,040

7.7

234,476

NON U.S.

15,820

4.5

13,350

3.8

11,125

4.7

6,950

3.0

12

58,066

16.5

49,491

14.1

38,400

16.4

24,990

10.7

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

8,013

28.7

7,623

27.3

27,888

10,125

32.2

8,670

27.6

31,435

NON U.S.

1,920

6.9

5,055

18.1

1,920

6.1

2,220

7.1

10

9,933

35.6

12,678

45.5

12,045

38.3

10,890

34.6

NYME CRUDE OIL, LIGHT SWEET

U.S.

106,380

7.0

112,646

7.4

1,516,344

68,000

6.8

59,293

5.9

1,001,306

NON U.S.

79,110

5.2

103,780

6.8

55,048

5.5

43,127

4.3

16

185,490

12.2

216,426

14.3

123,048

12.3

102,420

10.2

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

33,733

15.2

28,077

12.7

221,331

15,105

10.1

19,074

12.8

149,328

NON U.S.

21,425

9.7

47,578

21.5

23,955

16.0

17,460

11.7

7

55,158

24.9

75,655

34.2

39,060

26.2

36,534

24.5

NYME BRENT AVG PRICE OPTIONS

U.S.

2,430

4.4

1,914

3.5

54,796

3,162

7.9

4,584

11.4

40,234

NON U.S.

7,470

13.6

5,280

9.6

2,424

6.0

4,776

11.9

7

9,900

18.1

7,194

13.1

5,586

13.9

9,360

23.3

NYME PALLADIUM

U.S.

0

0.0

145

5.6

2,567

17

1.9

0

0.0

906

NON U.S.

240

9.3

302

11.8

46

5.1

239

26.4

5

240

9.3

447

17.4

63

7.0

239

26.4

CMX SILVER

U.S.

4,687

7.5

3,813

6.1

62,179

1,086

3.3

1,305

4.0

32,887

NON U.S.

5,349

8.6

12,964

20.8

4,872

14.8

4,075

12.4

9

10,036

16.1

16,777

27.0

5,958

18.1

5,380

16.4

CMX GOLD

U.S.

26,442

3.8

35,797

5.1

696,618

13,869

4.9

7,739

2.7

283,891

NON U.S.

70,945

10.2

85,829

12.3

27,222

9.6

36,391

12.8

16

97,387

14.0

121,626

17.5

41,091

14.5

44,130

15.5

CME EURO FX

U.S.

1,278

1.0

2,321

1.8

128,696

3,624

2.2

688

0.4

167,295

NON U.S.

2,326

1.8

709

0.6

4,077

2.4

2,214

1.3

6

3,604

2.8

3,030

2.4

7,701

4.6

2,902

1.7

CME 3-MONTH EURODOLLARS

U.S.

7

302,857

2.5

169,832

1.4

12,144,729

319,490

2.2

191,447

1.3

14,296,742

NON U.S.

23

599,664

4.9

145,639

1.2

809,160

5.7

160,529

1.1

30

902,521

7.4

315,471

2.6

1,128,650

7.9

351,976

2.5