REPORT DATE: 10/4/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

CBT U.S. TREASURY BONDS

U.S.

3,103

1.1

2,322

0.8

293,507

5,175

2.2

3,922

1.7

232,597

NON U.S.

4,750

1.6

800

0.3

2,600

1.1

950

0.4

5

7,853

2.7

3,122

1.1

7,775

3.3

4,872

2.1

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

3,225

6.6

1,316

2.7

48,813

200

1.1

250

1.3

19,028

NON U.S.

4,496

9.2

5,691

11.7

2,974

15.6

1,100

5.8

7

7,721

15.8

7,007

14.4

3,174

16.7

1,350

7.1

IFED NATURAL GAS PENULTIMATE ICE

U.S.

213,610

7.8

157,052

5.8

2,728,066

96,908

5.4

76,016

4.2

1,799,778

NON U.S.

22,101

0.8

67,656

2.5

37,796

2.1

38,900

2.2

9

235,711

8.6

224,708

8.2

134,704

7.5

114,916

6.4

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

114,081

7.4

137,252

8.9

1,539,135

62,433

6.9

31,258

3.5

898,415

NON U.S.

44,689

2.9

116,892

7.6

41,665

4.6

32,191

3.6

10

158,770

10.3

254,144

16.5

104,098

11.6

63,449

7.1

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

1,100

10.7

700

6.8

10,306

1,480

19.7

400

5.3

7,520

NON U.S.

800

7.8

2,908

28.2

200

2.7

1,900

25.3

9

1,900

18.4

3,608

35.0

1,680

22.3

2,300

30.6

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

18,415

1.6

44,893

3.9

1,150,763

30,009

3.1

38,878

4.0

968,111

NON U.S.

18

27,319

2.4

50,510

4.4

26,308

2.7

36,134

3.7

24

45,734

4.0

95,403

8.3

56,317

5.8

75,012

7.7

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4,750

2.2

2,878

1.4

212,892

10,750

1.6

17,793

2.6

686,545

NON U.S.

1,400

0.7

950

0.4

3,000

0.4

9,300

1.4

8

6,150

2.9

3,828

1.8

13,750

2.0

27,093

3.9

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

69,705

12.8

53,410

9.8

545,019

36,667

9.0

25,700

6.3

408,313

NON U.S.

18,340

3.4

14,950

2.7

15,675

3.8

14,125

3.5

11

88,045

16.2

68,360

12.5

52,342

12.8

39,825

9.8

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

5,091

26.5

4,941

25.7

19,191

3,900

21.7

4,650

25.9

17,980

NON U.S.

1,275

6.6

1,755

9.1

1,170

6.5

1,215

6.8

8

6,366

33.2

6,696

34.9

5,070

28.2

5,865

32.6

NYME CRUDE OIL, LIGHT SWEET

U.S.

117,706

6.3

134,154

7.2

1,855,860

67,929

5.5

48,476

3.9

1,233,684

NON U.S.

121,311

6.5

175,000

9.4

100,311

8.1

67,243

5.5

19

239,017

12.9

309,154

16.7

168,240

13.6

115,719

9.4

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

18,295

12.5

14,544

10.0

145,989

12,996

9.7

20,424

15.2

134,368

NON U.S.

12,516

8.6

43,558

29.8

30,145

22.4

17,553

13.1

10

30,811

21.1

58,102

39.8

43,141

32.1

37,977

28.3

NYME BRENT AVG PRICE OPTIONS

U.S.

615

4.0

3,603

23.2

15,498

789

7.9

1,191

11.9

10,007

NON U.S.

3,630

23.4

3,010

19.4

2,101

21.0

3,069

30.7

9

4,245

27.4

6,613

42.7

2,890

28.9

4,260

42.6

ICUS COFFEE C

NON U.S.

50

0.1

385

0.5

81,310

116

0.2

247

0.4

60,978

5

50

0.1

385

0.5

116

0.2

247

0.4

CMX SILVER

U.S.

5,204

5.8

5,369

6.0

89,441

890

1.9

850

1.9

45,665

NON U.S.

4,360

4.9

7,482

8.4

2,791

6.1

1,910

4.2

12

9,564

10.7

12,851

14.4

3,681

8.1

2,760

6.0

CMX GOLD

U.S.

53,572

7.1

49,955

6.6

756,190

24,359

6.9

9,176

2.6

354,251

NON U.S.

44,759

5.9

60,566

8.0

25,969

7.3

20,877

5.9

16

98,331

13.0

110,521

14.6

50,328

14.2

30,053

8.5

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

1,196

7.2

1,275

7.6

16,725

140

1.5

395

4.2

9,298

NON U.S.

525

3.1

525

3.1

475

5.1

800

8.6

5

1,721

10.3

1,800

10.8

615

6.6

1,195

12.9

CME 3-MONTH EURODOLLARS

U.S.

7

279,360

1.9

269,913

1.8

14,594,027

388,966

2.3

136,002

0.8

17,137,209

NON U.S.

27

638,955

4.4

303,277

2.1

871,387

5.1

364,212

2.1

34

918,315

6.3

573,190

3.9

1,260,353

7.4

500,214

2.9

CME E-MINI S&P 500 STOCK INDEX

U.S.

0

0.0

0

0.0

1,477,056

35

0.00

0

0.0

2,889,915

NON U.S.

2,600

0.2

5,434

0.4

10,763

0.4

21,753

0.8

7

2,600

0.2

5,434

0.4

10,798

0.4

21,753

0.8