REPORT DATE: 6/7/2016

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.

1,725

3.3

465

0.9

51,591

600

2.2

100

0.4

26,864

NON U.S.

4,540

8.8

5,016

9.7

1,325

4.9

555

2.1

7

6,265

12.1

5,481

10.6

1,925

7.2

655

2.4

IFED NATURAL GAS PENULTIMATE ICE

U.S.

331,234

9.6

278,460

8.1

3,454,381

152,996

6.1

126,744

5.0

2,513,699

NON U.S.

25,109

0.7

63,708

1.8

35,936

1.4

24,664

1.0

9

356,343

10.3

342,168

9.9

188,932

7.5

151,408

6.0

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

131,165

7.2

136,646

7.5

1,822,611

58,164

5.3

33,820

3.1

1,087,600

NON U.S.

60,749

3.3

128,310

7.0

34,870

3.2

35,999

3.3

10

191,914

10.5

264,956

14.5

93,034

8.6

69,819

6.4

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

1,100

12.1

700

7.7

9,106

1,440

25.4

400

7.0

5,680

NON U.S.

800

8.8

2,908

31.9

0

0.0

2,020

35.6

9

1,900

20.9

3,608

39.6

1,440

25.4

2,420

42.6

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

25,470

2.3

29,094

2.6

1,128,931

31,255

2.7

31,171

2.7

1,138,601

NON U.S.

11

26,395

2.3

56,035

5.0

33,963

3.0

38,814

3.4

17

51,865

4.6

85,129

7.5

65,218

5.7

69,985

6.1

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

12,103

4.2

11,550

4.0

288,533

17,553

2.6

13,050

1.9

682,230

NON U.S.

6

3,005

1.0

34,550

12.0

18,350

2.7

2,695

0.4

10

15,108

5.2

46,100

16.0

35,903

5.3

15,745

2.3

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

56,030

14.7

38,069

10.0

379,977

28,880

10.6

20,863

7.6

273,352

NON U.S.

9,660

2.5

7,365

1.9

3,550

1.3

4,475

1.6

11

65,690

17.3

45,434

12.0

32,430

11.9

25,338

9.3

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

7,003

25.7

7,953

29.2

27,283

6,155

24.1

5,695

22.3

25,580

NON U.S.

1,620

5.9

2,795

10.2

1,870

7.3

1,995

7.8

9

8,623

31.6

10,748

39.4

8,025

31.4

7,690

30.1

NYME CRUDE OIL, LIGHT SWEET

U.S.

109,049

6.5

132,030

7.9

1,680,983

64,056

5.6

56,332

4.9

1,139,798

NON U.S.

102,148

6.1

145,850

8.7

74,403

6.5

52,922

4.6

18

211,197

12.6

277,880

16.5

138,459

12.1

109,254

9.6

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

27,558

15.0

23,472

12.8

183,380

11,585

9.7

15,524

13.1

118,940

NON U.S.

18,630

10.2

47,079

25.7

25,100

21.1

17,212

14.5

10

46,188

25.2

70,551

38.5

36,685

30.8

32,736

27.5

NYME BRENT AVG PRICE OPTIONS

U.S.

1,405

5.5

3,893

15.2

25,563

2,591

13.8

2,749

14.6

18,788

NON U.S.

5,770

22.6

5,610

21.9

3,569

19.0

3,961

21.1

9

7,175

28.1

9,503

37.2

6,160

32.8

6,710

35.7

ICUS COFFEE C

NON U.S.

200

0.2

160

0.1

109,103

24

0.0

240

0.3

75,555

5

200

0.2

160

0.1

24

0.0

240

0.3

CMX SILVER

U.S.

5,634

6.2

5,611

6.2

90,265

1,689

3.6

1,235

2.6

46,943

NON U.S.

4,746

5.3

12,416

13.8

3,985

8.5

2,625

5.6

12

10,380

11.5

18,027

20.0

5,674

12.1

3,860

8.2

CMX GOLD

U.S.

42,633

5.9

47,756

6.6

724,764

15,209

4.6

6,336

1.9

332,137

NON U.S.

54,525

7.5

72,634

10.0

26,606

8.0

30,261

9.1

15

97,158

13.4

120,390

16.6

41,815

12.6

36,597

11.0

CME EURO FX

U.S.

4,323

5.4

558

0.7

80,717

3,954

3.2

5,144

4.1

124,854

NON U.S.

4,801

5.9

2,707

3.4

4,469

3.6

10,499

8.4

5

9,124

11.3

3,265

4.0

8,423

6.7

15,643

12.5

CME 3-MONTH EURODOLLARS

U.S.

7

284,538

1.8

205,273

1.3

16,177,421

476,940

2.0

215,673

0.9

23,754,916

NON U.S.

31

716,780

4.4

271,807

1.7

1,002,823

4.2

372,735

1.6

38

1,001,318

6.2

477,080

2.9

1,479,763

6.2

588,408

2.5

CME E-MINI S&P 500 STOCK INDEX

U.S.

0

0.0

0

0.0

1,879,393

39

0.00

0

0.0

3,025,768

NON U.S.

13,550

0.7

10,086

0.5

4,628

0.2

9,990

0.3

8

13,550

0.7

10,086

0.5

4,667

0.2

9,990

0.3