REPORT DATE: 2/7/2017

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

192,742

0

0.0

2,000

1.4

143,557

NON U.S.

2,431

1.3

1,072

0.6

0

0.0

3,415

2.4

5

2,681

1.4

1,072

0.6

0

0.0

5,415

3.8

CBT U.S. TREASURY BONDS

U.S.

7,184

2.5

7,205

2.5

285,484

4,169

1.3

3,395

1.1

319,628

NON U.S.

3,480

1.2

200

0.1

1,480

0.5

0

0.0

6

10,664

3.7

7,405

2.6

5,649

1.8

3,395

1.1

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

3,450

9.3

1,565

4.2

37,079

450

2.6

550

3.1

17,552

NON U.S.

3,642

9.8

3,768

10.2

2,375

13.5

2,000

11.4

6

7,092

19.1

5,333

14.4

2,825

16.1

2,550

14.5

IFED NATURAL GAS PENULTIMATE ICE

U.S.

173,620

4.2

140,060

3.4

4,097,457

88,600

3.7

59,668

2.5

2,393,757

NON U.S.

25,805

0.6

80,716

2.0

40,456

1.7

38,360

1.6

9

199,425

4.9

220,776

5.4

129,056

5.4

98,028

4.1

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

100,582

5.6

129,442

7.2

1,798,684

63,613

7.0

31,625

3.5

908,508

NON U.S.

39,553

2.2

130,469

7.3

43,443

4.8

31,097

3.4

10

140,135

7.8

259,911

14.5

107,056

11.8

62,722

6.9

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

700

26.1

600

22.4

2,678

0

-1.#QNAN

0

-1.#QNAN

0

NON U.S.

200

7.5

680

25.4

0

-1.#QNAN

0

-1.#QNAN

6

900

33.6

1,280

47.8

0

-1.#QNAN

0

-1.#QNAN

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

49,539

3.5

32,253

2.3

1,432,213

42,208

2.6

68,343

4.2

1,615,001

NON U.S.

16

25,853

1.8

73,827

5.2

72,576

4.5

22,230

1.4

22

75,392

5.3

106,080

7.4

114,784

7.1

90,573

5.6

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

13,575

3.6

10,095

2.7

378,945

14,474

1.5

22,084

2.2

997,997

NON U.S.

6,184

1.6

7,600

2.0

11,500

1.2

8,184

0.8

12

19,759

5.2

17,695

4.7

25,974

2.6

30,268

3.0

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

59,365

14.2

66,700

15.9

419,014

57,265

15.3

39,800

10.7

373,196

NON U.S.

16,600

4.0

18,910

4.5

13,250

3.6

9,680

2.6

11

75,965

18.1

85,610

20.4

70,515

18.9

49,480

13.3

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

3,627

30.1

2,242

18.6

12,062

1,824

16.0

2,359

20.7

11,399

NON U.S.

880

7.3

1,405

11.6

550

4.8

550

4.8

6

4,507

37.4

3,647

30.2

2,374

20.8

2,909

25.5

NYME CRUDE OIL, LIGHT SWEET

U.S.

106,908

6.8

134,595

8.5

1,574,608

86,841

7.5

52,203

4.5

1,163,504

NON U.S.

85,427

5.4

150,209

9.5

104,050

8.9

58,912

5.1

21

192,335

12.2

284,804

18.1

190,891

16.4

111,115

9.6

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

15,153

10.5

12,020

8.3

144,639

10,988

6.4

22,383

13.0

171,734

NON U.S.

7,185

5.0

52,433

36.3

46,043

26.8

18,110

10.5

9

22,338

15.4

64,453

44.6

57,031

33.2

40,493

23.6

CMX SILVER

U.S.

3,455

4.6

3,330

4.4

75,029

1,653

3.9

106

0.3

41,964

NON U.S.

4,517

6.0

5,698

7.6

1,863

4.4

1,372

3.3

12

7,972

10.6

9,028

12.0

3,516

8.4

1,478

3.5

CMX GOLD

U.S.

61,927

9.2

39,847

5.9

671,366

19,997

6.1

19,794

6.1

325,442

NON U.S.

33,664

5.0

43,774

6.5

18,313

5.6

20,057

6.2

14

95,591

14.2

83,621

12.5

38,310

11.8

39,851

12.2

CME JAPANESE YEN

U.S.

5,231

6.2

2,244

2.6

84,865

3,086

3.4

2,027

2.2

90,150

NON U.S.

1,250

1.5

294

0.3

2,458

2.7

450

0.5

5

6,481

7.6

2,538

3.0

5,544

6.1

2,477

2.7

CME EURO FX

U.S.

2,990

2.4

109

0.1

124,842

4,318

2.7

2,890

1.8

157,717

NON U.S.

5,525

4.4

3,171

2.5

10,073

6.4

3,481

2.2

5

8,515

6.8

3,280

2.6

14,391

9.1

6,371

4.0

CME 3-MONTH EURODOLLARS

U.S.

7

309,131

2.1

320,608

2.2

14,488,589

580,587

2.4

281,030

1.2

24,396,958

NON U.S.

22

536,454

3.7

210,806

1.5

633,654

2.6

336,709

1.4

29

845,585

5.8

531,414

3.7

1,214,241

5.0

617,739

2.5

CME E-MINI S&P 500 STOCK INDEX

U.S.

0

0.0

0

0.0

1,308,014

84

0.00

0

0.0

3,218,608

NON U.S.

130

0.00

2,276

0.2

7,276

0.2

9,760

0.3

5

130

0.00

2,276

0.2

7,360

0.2

9,760

0.3