REPORT DATE: 6/6/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG CALLS

%

SHORT CALLS

%

CALL O.I.

LONG PUTS

%

SHORT PUTS

%

PUT O.I.

CBT WHEAT-SRW

U.S.

500

0.2

250

0.1

237,110

0

0.0

1,750

1.2

141,451

NON U.S.

2,022

0.9

1,322

0.6

0

0.0

4,535

3.2

5

2,522

1.1

1,572

0.7

0

0.0

6,285

4.4

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4,650

12.3

3,315

8.8

37,708

400

2.7

650

4.4

14,812

NON U.S.

2,325

6.2

1,489

3.9

1,069

7.2

1,232

8.3

6

6,975

18.5

4,804

12.7

1,469

9.9

1,882

12.7

IFED NATURAL GAS PENULTIMATE ICE

U.S.

128,580

3.4

102,020

2.7

3,795,434

68,080

2.6

50,628

2.0

2,571,955

NON U.S.

24,360

0.6

78,504

2.1

34,804

1.4

24,960

1.0

9

152,940

4.0

180,524

4.8

102,884

4.0

75,588

2.9

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

95,115

5.6

121,557

7.1

1,704,740

63,253

7.0

30,482

3.4

908,987

NON U.S.

32,967

1.9

119,369

7.0

36,043

4.0

29,064

3.2

10

128,082

7.5

240,926

14.1

99,296

10.9

59,546

6.6

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

700

13.6

700

13.6

5,158

0

0.0

0

0.0

920

NON U.S.

200

3.9

800

15.5

0

0.0

0

0.0

6

900

17.4

1,500

29.1

0

0.0

0

0.0

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

5

53,930

4.2

49,935

3.9

1,289,143

38,226

3.0

73,409

5.8

1,263,415

NON U.S.

17

57,093

4.4

115,115

8.9

91,218

7.2

11,094

0.9

22

111,023

8.6

165,050

12.8

129,444

10.2

84,503

6.7

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

14,675

6.4

18,850

8.2

230,020

5,750

0.8

9,775

1.3

741,561

NON U.S.

200

0.1

13,250

5.8

2,400

0.3

8,250

1.1

10

14,875

6.5

32,100

14.0

8,150

1.1

18,025

2.4

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

54,427

12.9

60,900

14.4

423,185

52,900

16.8

41,050

13.0

314,926

NON U.S.

15,650

3.7

15,435

3.6

9,925

3.2

6,725

2.1

11

70,077

16.6

76,335

18.0

62,825

19.9

47,775

15.2

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

5,079

37.6

2,774

20.6

13,494

1,536

15.0

2,231

21.7

10,261

NON U.S.

560

4.1

1,385

10.3

650

6.3

350

3.4

7

5,639

41.8

4,159

30.8

2,186

21.3

2,581

25.2

NYME CRUDE OIL, LIGHT SWEET

U.S.

141,381

7.8

157,462

8.7

1,814,416

97,881

8.8

61,265

5.5

1,113,175

NON U.S.

63,750

3.5

124,979

6.9

74,931

6.7

49,172

4.4

22

205,131

11.3

282,441

15.6

172,812

15.5

110,437

9.9

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

9,445

7.1

11,256

8.5

132,760

10,385

6.4

12,080

7.5

161,801

NON U.S.

6,360

4.8

48,302

36.4

50,143

31.0

22,675

14.0

8

15,805

11.9

59,558

44.9

60,528

37.4

34,755

21.5

NYME BRENT AVG PRICE OPTIONS

U.S.

0

0.0

3,280

36.6

8,956

0

0.0

0

0.0

2,750

NON U.S.

1,250

14.0

25

0.3

0

0.0

1,400

50.9

5

1,250

14.0

3,305

36.9

0

0.0

1,400

50.9

CMX SILVER

U.S.

6,181

7.6

3,780

4.6

81,693

1,400

3.5

736

1.9

39,606

NON U.S.

5,868

7.2

6,386

7.8

2,366

6.0

1,676

4.2

13

12,049

14.7

10,166

12.4

3,766

9.5

2,412

6.1

CMX GOLD

U.S.

58,092

9.2

31,272

5.0

629,313

19,661

5.7

14,523

4.2

346,197

NON U.S.

22,582

3.6

30,373

4.8

15,111

4.4

19,579

5.7

15

80,674

12.8

61,645

9.8

34,772

10.0

34,102

9.9

CME EURO FX

U.S.

1,614

1.0

80

0.1

157,091

3,169

1.6

507

0.3

196,044

NON U.S.

17,726

11.3

3,648

2.3

15,842

8.1

10,452

5.3

7

19,340

12.3

3,728

2.4

19,011

9.7

10,959

5.6

CME 3-MONTH EURODOLLARS

U.S.

7

308,227

1.8

358,260

2.1

16,902,471

667,619

2.3

264,734

0.9

28,875,586

NON U.S.

23

564,583

3.3

211,057

1.2

687,674

2.4

405,646

1.4

30

872,810

5.2

569,317

3.4

1,355,293

4.7

670,380

2.3

CME E-MINI S&P 500 STOCK INDEX

U.S.

8,553

0.7

6,655

0.6

1,158,348

6,670

0.2

0

0.0

3,155,850

NON U.S.

223

0.0

3,282

0.3

7,935

0.3

13,851

0.4

10

8,776

0.8

9,937

0.9

14,605

0.5

13,851

0.4