REPORT DATE: 5/2/2017

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

228,077

0

0.0

1,750

1.3

136,477

NON U.S.

1,072

0.5

1,322

0.6

0

0.0

3,700

2.7

5

1,572

0.7

1,572

0.7

0

0.0

5,450

4.0

CBT U.S. TREASURY BONDS

U.S.

4

12,033

5.1

10,863

4.6

238,201

12,213

3.8

5,993

1.9

321,044

NON U.S.

5

12,271

5.2

1,650

0.7

4,550

1.4

2,095

0.7

9

24,304

10.2

12,513

5.3

16,763

5.2

8,088

2.5

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

5,050

13.3

1,965

5.2

37,891

100

0.6

650

3.8

17,164

NON U.S.

3,006

7.9

2,980

7.9

1,637

9.5

1,335

7.8

6

8,056

21.3

4,945

13.1

1,737

10.1

1,985

11.6

IFED NATURAL GAS PENULTIMATE ICE

U.S.

129,240

3.7

101,600

2.9

3,503,995

73,560

3.0

55,948

2.3

2,418,353

NON U.S.

23,095

0.7

76,356

2.2

34,836

1.4

26,900

1.1

9

152,335

4.3

177,956

5.1

108,396

4.5

82,848

3.4

NYME EUR STYLE NATURAL GAS OPTIONS

U.S.

90,235

5.4

116,302

7.0

1,670,837

55,823

6.0

29,569

3.2

927,867

NON U.S.

33,486

2.0

123,516

7.4

38,502

4.1

28,079

3.0

10

123,721

7.4

239,818

14.4

94,325

10.2

57,648

6.2

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

60,076

4.0

50,943

3.4

1,503,329

23,800

1.4

68,023

4.1

1,671,100

NON U.S.

18

19,222

1.3

67,186

4.5

44,150

2.6

54,532

3.3

23

79,298

5.3

118,129

7.9

67,950

4.1

122,555

7.3

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

14,219

4.2

2,750

0.8

335,579

11,069

1.3

19,458

2.2

877,764

NON U.S.

22,850

6.8

33,700

10.0

6,200

0.7

10,253

1.2

12

37,069

11.0

36,450

10.9

17,269

2.0

29,711

3.4

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

57,552

12.8

78,477

17.4

451,292

57,025

14.9

49,275

12.9

382,779

NON U.S.

16,800

3.7

18,810

4.2

13,175

3.4

8,700

2.3

11

74,352

16.5

97,287

21.6

70,200

18.3

57,975

15.1

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

2,466

24.8

1,516

15.3

9,936

1,608

18.0

2,263

25.3

8,933

NON U.S.

640

6.4

1,465

14.7

700

7.8

400

4.5

7

3,106

31.3

2,981

30.0

2,308

25.8

2,663

29.8

NYME CRUDE OIL, LIGHT SWEET

U.S.

139,673

7.2

153,732

7.9

1,943,815

108,355

8.8

60,898

5.0

1,227,592

NON U.S.

78,304

4.0

148,215

7.6

92,348

7.5

56,826

4.6

23

217,977

11.2

301,947

15.5

200,703

16.3

117,724

9.6

NYME CRUDE OIL AVG PRICE OPTIONS

U.S.

10,825

8.2

10,712

8.1

132,737

9,820

5.8

13,430

8.0

167,995

NON U.S.

5,235

3.9

50,491

38.0

50,833

30.3

21,950

13.1

8

16,060

12.1

61,203

46.1

60,653

36.1

35,380

21.1

CMX SILVER

U.S.

4,666

6.2

3,980

5.3

75,701

973

2.8

276

0.8

35,010

NON U.S.

4,681

6.2

6,134

8.1

2,343

6.7

1,613

4.6

12

9,347

12.3

10,114

13.4

3,316

9.5

1,889

5.4

CMX GOLD

U.S.

60,817

9.1

48,080

7.2

670,669

20,721

6.1

17,150

5.1

338,282

NON U.S.

30,734

4.6

46,040

6.9

14,903

4.4

21,329

6.3

14

91,551

13.7

94,120

14.0

35,624

10.5

38,479

11.4

CME JAPANESE YEN

U.S.

3,087

3.9

1,646

2.1

78,451

699

0.8

1,663

2.0

83,993

NON U.S.

3,594

4.6

474

0.6

3,017

3.6

870

1.0

6

6,681

8.5

2,120

2.7

3,716

4.4

2,533

3.0

CME EURO FX

U.S.

2,487

1.5

0

0.0

170,846

7,545

3.9

320

0.2

193,782

NON U.S.

19,311

11.3

4,796

2.8

16,394

8.5

4,930

2.5

5

21,798

12.8

4,796

2.8

23,939

12.4

5,250

2.7

CME 3-MONTH EURODOLLARS

U.S.

7

278,512

1.8

348,360

2.3

15,152,947

638,354

2.2

214,972

0.7

28,854,003

NON U.S.

22

552,049

3.6

194,676

1.3

665,906

2.3

380,234

1.3

29

830,561

5.5

543,036

3.6

1,304,260

4.5

595,206

2.1

CME E-MINI S&P 500 STOCK INDEX

U.S.

5,076

0.4

6,543

0.6

1,163,497

6,557

0.2

0

0.0

3,235,676

NON U.S.

2,994

0.3

1,090

0.1

9,797

0.3

18,633

0.6

8

8,070

0.7

7,633

0.7

16,354

0.5

18,633

0.6