REPORT DATE: 1/3/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

CBT WHEAT-SRW

U.S.

250

0.1

0

0.0

189,028

0

0.0

2,000

1.6

122,533

NON U.S.

2,097

1.1

1,122

0.6

0

0.0

3,315

2.7

5

2,347

1.2

1,122

0.6

0

0.0

5,315

4.3

CBT U.S. TREASURY BONDS

U.S.

7,081

3.4

3,822

1.8

209,290

6,491

3.1

4,837

2.3

207,202

NON U.S.

5,450

2.6

100

0.0

1,550

0.7

500

0.2

5

12,531

6.0

3,922

1.9

8,041

3.9

5,337

2.6

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

2,824

7.9

940

2.6

35,671

200

1.1

550

3.1

17,976

NON U.S.

4,142

11.6

3,393

9.5

2,050

11.4

2,325

12.9

6

6,966

19.5

4,333

12.1

2,250

12.5

2,875

16.0

IFED NATURAL GAS PENULTIMATE ICE

U.S.

179,980

6.0

150,560

5.0

2,988,976

90,720

5.1

62,188

3.5

1,786,946

NON U.S.

23,465

0.8

79,916

2.7

39,796

2.2

38,720

2.2

9

203,445

6.8

230,476

7.7

130,516

7.3

100,908

5.6

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

98,088

6.2

126,494

8.0

1,589,886

60,947

7.8

23,985

3.1

776,746

NON U.S.

39,598

2.5

131,040

8.2

43,030

5.5

32,089

4.1

10

137,686

8.7

257,534

16.2

103,977

13.4

56,074

7.2

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

700

30.7

600

26.3

2,278

0

-1.#QNAN

0

-1.#QNAN

0

NON U.S.

200

8.8

280

12.3

0

-1.#QNAN

0

-1.#QNAN

6

900

39.5

880

38.6

0

-1.#QNAN

0

-1.#QNAN

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

4

42,161

4.2

45,010

4.4

1,013,938

21,063

1.6

67,684

5.1

1,330,145

NON U.S.

16

24,803

2.4

47,178

4.7

79,388

6.0

12,095

0.9

20

66,964

6.6

92,188

9.1

100,451

7.6

79,779

6.0

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

9,883

3.7

13,321

5.0

266,019

6,233

0.8

22,461

2.9

776,019

NON U.S.

2,650

1.0

9,000

3.4

6,300

0.8

5,900

0.8

9

12,533

4.7

22,321

8.4

12,533

1.6

28,361

3.7

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

54,500

13.1

65,125

15.6

416,576

63,665

16.6

33,500

8.7

384,497

NON U.S.

15,650

3.8

14,385

3.5

11,000

2.9

8,800

2.3

11

70,150

16.8

79,510

19.1

74,665

19.4

42,300

11.0

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

4,014

30.4

2,484

18.8

13,204

1,896

15.0

2,391

18.9

12,621

NON U.S.

960

7.3

1,485

11.2

600

4.8

600

4.8

6

4,974

37.7

3,969

30.1

2,496

19.8

2,991

23.7

NYME CRUDE OIL, LIGHT SWEET

U.S.

99,234

6.9

131,633

9.1

1,445,064

82,256

7.5

44,967

4.1

1,098,879

NON U.S.

87,215

6.0

137,792

9.5

93,639

8.5

57,751

5.3

21

186,449

12.9

269,425

18.6

175,895

16.0

102,718

9.3

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

14,748

10.4

7,836

5.5

141,373

9,390

5.8

19,173

11.9

161,248

NON U.S.

7,905

5.6

51,082

36.1

39,391

24.4

18,030

11.2

8

22,653

16.0

58,918

41.7

48,781

30.3

37,203

23.1

NYME BRENT AVG PRICE OPTIONS

U.S.

155

1.4

5,753

52.3

11,007

0

0.0

0

0.0

4,800

NON U.S.

2,610

23.7

590

5.4

202

4.2

2,598

54.1

7

2,765

25.1

6,343

57.6

202

4.2

2,598

54.1

CMX SILVER

U.S.

2,843

4.1

3,330

4.7

70,158

1,150

3.0

106

0.3

38,755

NON U.S.

4,681

6.7

5,584

8.0

1,940

5.0

1,622

4.2

12

7,524

10.7

8,914

12.7

3,090

8.0

1,728

4.5

CMX GOLD

U.S.

52,739

8.3

36,216

5.7

634,449

18,460

5.6

17,344

5.3

328,613

NON U.S.

31,358

4.9

41,823

6.6

17,295

5.3

19,224

5.9

16

84,097

13.3

78,039

12.3

35,755

10.9

36,568

11.1

CME JAPANESE YEN

U.S.

6,425

6.4

722

0.7

100,156

2,245

2.9

1,899

2.5

76,504

NON U.S.

1,711

1.7

640

0.6

1,220

1.6

250

0.3

5

8,136

8.1

1,362

1.4

3,465

4.5

2,149

2.8

CME EURO FX

U.S.

7,006

5.8

109

0.1

119,836

4,179

3.0

3,015

2.2

138,980

NON U.S.

4,249

3.5

1,724

1.4

4,596

3.3

4,214

3.0

5

11,255

9.4

1,833

1.5

8,775

6.3

7,229

5.2

CME 3-MONTH EURODOLLARS

U.S.

8

260,576

1.9

326,907

2.4

13,366,414

511,774

2.5

231,230

1.1

20,491,085

NON U.S.

20

492,136

3.7

184,458

1.4

594,979

2.9

303,179

1.5

28

752,712

5.6

511,365

3.8

1,106,753

5.4

534,409

2.6

CME E-MINI S&P 500 STOCK INDEX

U.S.

0

0.0

0

0.0

1,219,131

42

0.00

0

0.0

2,433,274

NON U.S.

200

0.0

5,426

0.4

7,901

0.3

10,905

0.4

6

200

0.0

5,426

0.4

7,943

0.3

10,905

0.4