REPORT DATE: 12/5/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

CBT WHEAT-SRW

U.S.

0

0.0

340

0.2

136,794

0

0.0

590

0.5

121,885

NON U.S.

855

0.6

1,315

1.0

0

0.0

8,500

7.0

6

855

0.6

1,655

1.2

0

0.0

9,090

7.5

CBT U.S. TREASURY BONDS

U.S.

5

10,985

4.7

325

0.1

234,129

4,870

1.6

325

0.1

306,598

NON U.S.

9

3,981

1.7

6,290

2.7

3,000

1.0

5,165

1.7

14

14,966

6.4

6,615

2.8

7,870

2.6

5,490

1.8

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

5,150

12.8

1,425

3.5

40,161

1,150

7.6

1,000

6.6

15,210

NON U.S.

1,085

2.7

973

2.4

355

2.3

232

1.5

5

6,235

15.5

2,398

6.0

1,505

9.9

1,232

8.1

IFED NATURAL GAS PENULTIMATE ICE

U.S.

97,660

3.2

87,580

2.9

3,068,091

61,000

3.3

30,368

1.6

1,850,702

NON U.S.

23,720

0.8

72,988

2.4

30,148

1.6

8,940

0.5

9

121,380

4.0

160,568

5.2

91,148

4.9

39,308

2.1

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

92,570

5.8

109,949

6.8

1,606,867

50,470

6.5

37,863

4.9

772,808

NON U.S.

27,334

1.7

93,301

5.8

18,072

2.3

21,264

2.8

9

119,904

7.5

203,250

12.6

68,542

8.9

59,127

7.7

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

900

8.5

2,080

19.8

10,530

120

11.5

120

11.5

1,040

NON U.S.

260

2.5

1,220

11.6

0

0.0

0

0.0

7

1,160

11.0

3,300

31.3

120

11.5

120

11.5

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

4

43,847

3.9

24,494

2.2

1,119,758

55,420

3.6

55,294

3.6

1,553,801

NON U.S.

16

37,350

3.3

36,055

3.2

32,790

2.1

32,450

2.1

20

81,197

7.3

60,549

5.4

88,210

5.7

87,744

5.6

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

18,586

5.5

17,201

5.1

335,821

16,886

2.9

17,640

3.1

577,219

NON U.S.

50

0.0

3,850

1.1

700

0.1

4,400

0.8

7

18,636

5.5

21,051

6.3

17,586

3.0

22,040

3.8

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

50,620

14.9

59,750

17.6

339,102

63,900

20.6

32,225

10.4

310,057

NON U.S.

4,350

1.3

6,860

2.0

5,950

1.9

4,225

1.4

10

54,970

16.2

66,610

19.6

69,850

22.5

36,450

11.8

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

4,861

19.9

2,921

12.0

24,383

4,005

16.4

5,065

20.7

24,482

NON U.S.

1,400

5.7

5,927

24.3

4,382

17.9

1,070

4.4

8

6,261

25.7

8,848

36.3

8,387

34.3

6,135

25.1

NYME CRUDE OIL, LIGHT SWEET

U.S.

84,613

5.8

109,371

7.5

1,451,125

102,722

8.3

54,306

4.4

1,237,069

NON U.S.

35,403

2.4

90,319

6.2

71,543

5.8

55,043

4.4

21

120,016

8.3

199,690

13.8

174,265

14.1

109,349

8.8

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

14,225

7.8

16,152

8.8

183,209

19,672

8.8

13,723

6.1

224,347

NON U.S.

7,278

4.0

66,783

36.5

64,332

28.7

25,884

11.5

9

21,503

11.7

82,935

45.3

84,004

37.4

39,607

17.7

CMX SILVER

U.S.

4,176

7.2

1,894

3.3

57,954

4,021

9.5

544

1.3

42,313

NON U.S.

1,165

2.0

2,664

4.6

1,836

4.3

2,161

5.1

10

5,341

9.2

4,558

7.9

5,857

13.8

2,705

6.4

CMX GOLD

U.S.

45,139

8.3

43,702

8.0

544,544

15,885

5.4

3,663

1.2

294,197

NON U.S.

17,948

3.3

18,585

3.4

8,471

2.9

14,871

5.1

14

63,087

11.6

62,287

11.4

24,356

8.3

18,534

6.3

CME EURO FX

U.S.

4,914

2.6

35

0.0

191,972

2,945

1.4

518

0.2

212,754

NON U.S.

24,057

12.5

4,041

2.1

14,894

7.0

5,926

2.8

5

28,971

15.1

4,076

2.1

17,839

8.4

6,444

3.0

CME 3-MONTH EURODOLLARS

U.S.

7

410,658

2.2

440,577

2.4

18,564,231

552,584

1.9

362,211

1.3

28,589,927

NON U.S.

19

555,656

3.0

272,474

1.5

490,543

1.7

392,033

1.4

26

966,314

5.2

713,051

3.8

1,043,127

3.6

754,244

2.6

CME E-MINI S&P 500 STOCK INDEX

U.S.

8,452

0.6

6,552

0.4

1,512,209

6,556

0.2

0

0.0

3,876,394

NON U.S.

10,577

0.7

5,174

0.3

26,627

0.7

39,442

1.0

12

19,029

1.3

11,726

0.8

33,183

0.9

39,442

1.0