REPORT DATE: 3/1/2016

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

390

0.2

182,881

390

0.3

1,200

1.0

118,297

NON U.S.

600

0.3

1,470

0.8

700

0.6

1,720

1.5

5

850

0.5

1,860

1.0

1,090

0.9

2,920

2.5

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

1,865

4.3

475

1.1

43,163

90

0.5

0

0.0

19,361

NON U.S.

3,954

9.2

4,800

11.1

1,000

5.2

650

3.4

6

5,819

13.5

5,275

12.2

1,090

5.6

650

3.4

IFED NATURAL GAS PENULTIMATE ICE

U.S.

403,897

10.6

395,056

10.3

3,820,470

177,646

6.3

166,024

5.9

2,804,797

NON U.S.

58,609

1.5

81,856

2.1

40,266

1.4

29,240

1.0

9

462,506

12.1

476,912

12.5

217,912

7.8

195,264

7.0

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

133,785

7.9

149,144

8.8

1,702,644

59,983

5.6

32,547

3.0

1,076,814

NON U.S.

76,611

4.5

120,581

7.1

35,325

3.3

33,893

3.1

10

210,396

12.4

269,725

15.8

95,308

8.9

66,440

6.2

NYME NAT GAS OPT ON CALENDAR STRIP

U.S.

1,100

13.5

500

6.1

8,166

1,240

24.3

400

7.8

5,100

NON U.S.

800

9.8

3,108

38.1

0

0.0

1,720

33.7

9

1,900

23.3

3,608

44.2

1,240

24.3

2,120

41.6

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

5

36,975

3.3

27,750

2.5

1,109,895

31,825

3.1

48,250

4.7

1,018,313

NON U.S.

13

21,000

1.9

53,050

4.8

64,540

6.3

24,240

2.4

18

57,975

5.2

80,800

7.3

96,365

9.5

72,490

7.1

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

2,100

1.1

7,050

3.6

196,004

13,350

2.7

17,050

3.5

491,255

NON U.S.

1,225

0.6

1,000

0.5

5,225

1.1

10,000

2.0

5

3,325

1.7

8,050

4.1

18,575

3.8

27,050

5.5

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

50,684

14.9

37,395

11.0

339,872

18,180

8.2

16,675

7.5

222,533

NON U.S.

14,020

4.1

12,100

3.6

11,625

5.2

4,500

2.0

12

64,704

19.0

49,495

14.6

29,805

13.4

21,175

9.5

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

6,967

25.8

7,487

27.8

26,952

8,725

31.7

8,200

29.8

27,515

NON U.S.

1,810

6.7

4,125

15.3

1,660

6.0

1,890

6.9

10

8,777

32.6

11,612

43.1

10,385

37.7

10,090

36.7

NYME CRUDE OIL, LIGHT SWEET

U.S.

129,541

7.7

133,614

8.0

1,672,428

56,839

5.4

63,151

6.0

1,051,287

NON U.S.

100,634

6.0

133,570

8.0

78,322

7.5

48,052

4.6

18

230,175

13.8

267,184

16.0

135,161

12.9

111,203

10.6

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

30,137

14.9

26,015

12.8

202,860

15,185

11.0

16,698

12.1

138,240

NON U.S.

23,938

11.8

45,806

22.6

23,325

16.9

20,395

14.8

8

54,075

26.7

71,821

35.4

38,510

27.9

37,093

26.8

NYME BRENT AVG PRICE OPTIONS

U.S.

2,155

5.4

1,581

4.0

39,732

2,632

8.5

3,850

12.5

30,922

NON U.S.

8,560

21.5

6,970

17.5

3,872

12.5

4,783

15.5

9

10,715

27.0

8,551

21.5

6,504

21.0

8,633

27.9

NYME PALLADIUM

U.S.

274

9.3

649

21.9

2,961

0

0.0

0

0.0

1,061

NON U.S.

22

0.7

345

11.7

0

0.0

275

25.9

5

296

10.0

994

33.6

0

0.0

275

25.9

CMX SILVER

U.S.

4,297

5.7

4,207

5.6

75,607

300

1.0

1,150

3.7

31,091

NON U.S.

5,006

6.6

13,476

17.8

3,980

12.8

2,963

9.5

10

9,303

12.3

17,683

23.4

4,280

13.8

4,113

13.2

CMX GOLD

U.S.

37,318

4.6

52,410

6.5

809,941

14,188

4.1

11,954

3.4

347,010

NON U.S.

81,618

10.1

104,832

12.9

29,453

8.5

48,768

14.1

17

118,936

14.7

157,242

19.4

43,641

12.6

60,722

17.5

CME JAPANESE YEN

U.S.

1,247

1.6

1,730

2.2

79,559

385

0.4

369

0.4

89,407

NON U.S.

3,966

5.0

1,013

1.3

3,863

4.3

0

0.0

5

5,213

6.6

2,743

3.4

4,248

4.8

369

0.4

CME EURO FX

U.S.

5,799

4.0

1,248

0.9

143,788

5,477

2.8

6,141

3.2

194,076

NON U.S.

5,923

4.1

2,040

1.4

8,006

4.1

3,418

1.8

5

11,722

8.2

3,288

2.3

13,483

6.9

9,559

4.9

CME 3-MONTH EURODOLLARS

U.S.

7

277,474

1.8

247,738

1.6

15,216,864

523,213

2.1

272,024

1.1

24,589,065

NON U.S.

29

652,238

4.3

247,720

1.6

997,404

4.1

293,949

1.2

36

929,712

6.1

495,458

3.3

1,520,617

6.2

565,973

2.3

CME E-MINI S&P 500 STOCK INDEX

U.S.

0

0.0

0

0.0

1,343,421

1,111

0.0

1,072

0.0

2,301,509

NON U.S.

2,525

0.2

4,365

0.3

16,362

0.7

8,310

0.4

8

2,525

0.2

4,365

0.3

17,473

0.8

9,382

0.4