Options Volume and Open Interest: Last 5 Trade Days Options Volume and Open Interest: Last 12 Months Trade Date Globex ClearPort Pit Total Volume % Volume % Volume % Volume 11/13/2017 141,096 71% 58,191 29% 0 0% 199,287 11/14/2017 261,382 81% 60,436 19% 0 0% 321,818 11/15/2017 171,151 76% 54,243 24% 0 0% 225,394 11/16/2017 122,616 73% 46,228 27% 0 0% 168,844 11/17/2017 130,305 76% 40,570 24% 0 0% 170,875 Trade Date WTI Futures (CL) Brent Futures (BZ) Volume OI Volume OI 11/13/2017 1,285,032 2,661,455 74,768 142,127 11/14/2017 1,440,405 2,627,570 97,387 142,476 11/15/2017 1,184,225 2,536,799 66,559 143,919 11/16/2017 1,076,579 2,524,039 71,948 146,861 11/17/2017 1,494,407 2,515,391 77,109 148,768 The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2017 CME Group Inc. All rights reserved. Page 1 of 6
Put/Call Volume Breakdown for Crude Oil Options on Trade Date: 17/11/2017 Call Option Volume Put Option Volume Total Volume WTI AMERICAN STYLE LO 75,429 61,043 136,472 WTI 1 MO CSO WA 6,800 8,950 15,750 WEEKLY CRUDE OIL LO1-LO5 2,452 2,849 5,301 WTI APO AO 3,774 1,344 5,118 WTI 1 MO FINANCIAL CSO 7A 2,000 2,000 4,000 BRENT FUT-STYLE MARGIN BZO 1,357 1,917 3,274 WTI-BRENT SPREAD BV 100 300 400 DAILY CRUDE OIL CD 300 30 330 WTI EUROPEAN STYLE LC 190 40 230 BRENT APO BA 0 0 0 Total: 92,402 78,473 170,875 The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2017 CME Group Inc. All rights reserved. Page 2 of 6
Put/Call Open Interest Breakdown for Crude Oil Options on Trade Date: 17/11/2017 Call Option Put Option Total OI OI Chg OI OI Chg OI WTI AMERICAN STYLE LO 1,285,258 20,413 1,029,865 19,738 2,315,123 WTI APO AO 185,612 3,771 222,558 1,344 408,170 WTI 1 MO CSO WA 143,040-69,332 219,752-82,830 362,792 WTI-BRENT SPREAD BV 127,440 100 96,221 300 223,661 WTI 1 MO FINANCIAL CSO 7A 76,300-19,325 138,575-63,069 214,875 BRENT FUT-STYLE MARGIN BZO 69,120 996 63,292 681 132,412 WTI EUROPEAN STYLE LC 30,093 190 13,650 40 43,743 WEEKLY CRUDE OIL LO1-LO5 4,091-2,096 4,977-1,750 9,068 BRENT APO BA 3,998 0 925 0 4,923 DAILY CRUDE OIL CD 0 0 0 0 0 Sum: 1,924,952-65,283 1,789,815-125,546 3,714,767 * The OI Diff in the above table is the comparison between latest trade day OI vs OI for the previous trade day The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2017 CME Group Inc. All rights reserved. Page 3 of 6
Options Volume Summary Symbol Contract Name Previous Day Volume Last 5 Day Volume YTD Volume MTD ADV YTD ADV Globex YTD ADV ClearPort YTD ADV Pit YTD ADV LO WTI AMERICAN STYLE 136,472 960,323 39,391,259 219,149 176,642 140,976 35,659 7 WA WTI 1 MO CSO 15,750 36,350 1,897,079 10,465 8,507 1,621 6,886 0 LO1-LO5 WEEKLY CRUDE OIL 5,301 17,682 621,321 4,280 2,786 2,778 8 0 AO WTI APO 5,118 11,762 517,910 2,927 2,322 1 2,322 0 7A WTI 1 MO FINANCIAL CSO 4,000 22,600 625,015 4,115 2,803 34 2,769 0 BZO RENT FUT-STYLE MARGIN 3,274 18,076 446,077 3,713 2,000 530 1,470 0 BV WTI-BRENT SPREAD 400 14,825 470,387 2,685 2,109 227 1,882 0 CD DAILY CRUDE OIL 330 1,130 31,130 155 140 0 139 0 LC WTI EUROPEAN STYLE 230 3,470 242,702 760 1,088 0 1,088 0 BA BRENT APO 0 0 5,347 0 24 0 24 0 The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2017 CME Group Inc. All rights reserved. Page 4 of 6
Top 5 Traded strikes for LO for 13/11/2017 to 17/11/2017 WTI AMERICAN STYLE DEC17 55.00 78,077 WTI AMERICAN STYLE DEC17 56.00 37,987 WTI AMERICAN STYLE DEC17 55.50 32,744 WTI AMERICAN STYLE JAN18 55.00 29,744 WTI AMERICAN STYLE DEC17 54.50 28,267 Top 5 Traded strikes for LO1-LO5 for 13/11/2017 to 17/11/2017 WEEKLY CRUDE OIL 0 Top 5 Traded strikes for WA for 13/11/2017 to 17/11/2017 WTI 1 MO CSO MAR18 0.00 8,950 WTI 1 MO CSO JAN18 0.00 6,250 WTI 1 MO CSO FEB18 0.00 4,550 WTI 1 MO CSO FEB18-0.15 2,400 WTI 1 MO CSO JAN18-0.25 2,100 Top 5 Traded strikes for 7A for 13/11/2017 to 17/11/2017 WTI 1 MO FINANCIAL CSO DEC17-0.20 2,500 WTI 1 MO FINANCIAL CSO FEB18-0.15 2,000 WTI 1 MO FINANCIAL CSO AUG18-0.15 750 Top 5 Traded strikes for AO for 13/11/2017 to 17/11/2017 WTI APO APR18 73.00 450 WTI APO APR18 80.00 400 Top 5 Traded strikes for BV for 13/11/2017 to 17/11/2017 WTI-BRENT SPREAD DEC18-2.00 4,500 WTI-BRENT SPREAD DEC18-4.00 2,250 WTI-BRENT SPREAD JUN18-9.00 1,000 WTI-BRENT SPREAD JUN18-6.00 900 Top 5 Traded strikes for LC for 13/11/2017 to 17/11/2017 WTI EUROPEAN STYLE DEC20 65.00 1,150 WTI EUROPEAN STYLE JAN18 30.00 560 WTI EUROPEAN STYLE APR19 110.00 60 Top 5 Traded strikes for BZO for 13/11/2017 to 17/11/2017 BRENT FUT-STYLE MARGIN FEB18 50.00 1,700 BRENT FUT-STYLE MARGIN JAN18 62.00 1,124 BRENT FUT-STYLE MARGIN JAN18 64.00 1,040 BRENT FUT-STYLE MARGIN FEB18 70.00 1,000 Top 5 Traded strikes for BA for 13/11/2017 to 17/11/2017 BRENT APO 0 The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2017 CME Group Inc. All rights reserved. Page 5 of 6
Top 5 Open Interest Strikes for LO for 17/11/2017 WTI AMERICAN STYLE JAN18 50.00 50,520 WTI AMERICAN STYLE JUN18 50.00 41,083 WTI AMERICAN STYLE DEC18 50.00 39,841 WTI AMERICAN STYLE DEC18 60.00 38,483 WTI AMERICAN STYLE JUN18 45.00 35,099 Top 5 Open Interest Strikes for LO1-LO5 for 17/11/2017 WEEKLY CRUDE OIL 0 Top 5 Open Interest Strikes for WA for 17/11/2017 WTI 1 MO CSO FEB18 0.00 34,395 WTI 1 MO CSO JAN18 0.00 30,396 WTI 1 MO CSO MAR18 0.00 27,525 WTI 1 MO CSO MAR18-0.25 24,500 WTI 1 MO CSO JAN18-0.25 23,601 Top 5 Open Interest Strikes for 7A for 17/11/2017 WTI 1 MO FINANCIAL CSO FEB18-0.25 7,875 WTI 1 MO FINANCIAL CSO APR18 0.00 7,250 WTI 1 MO FINANCIAL CSO FEB18-0.50 6,000 Top 5 Open Interest Strikes for AO for 17/11/2017 WTI APO NOV17 50.00 6,680 WTI APO DEC17 50.00 6,525 WTI APO OCT18 50.00 5,577 WTI APO DEC18 50.00 5,574 WTI APO NOV18 50.00 5,572 Top 5 Open Interest Strikes for BV for 17/11/2017 WTI-BRENT SPREAD DEC18 0.00 43,384 WTI-BRENT SPREAD DEC18 2.00 13,043 WTI-BRENT SPREAD JUN18 0.00 10,800 WTI-BRENT SPREAD JAN18-6.00 8,025 WTI-BRENT SPREAD JUN18-2.50 7,850 Top 5 Open Interest Strikes for LC for 17/11/2017 WTI EUROPEAN STYLE DEC20 125.00 10,000 WTI EUROPEAN STYLE SEP18 50.00 2,025 WTI EUROPEAN STYLE SEP18 40.00 2,005 WTI EUROPEAN STYLE JAN18 55.00 1,470 WTI EUROPEAN STYLE JUN18 20.00 1,400 Top 5 Open Interest Strikes for BZO for 17/11/2017 BRENT FUT-STYLE MARGIN DEC18 100.00 12,800 BRENT FUT-STYLE MARGIN DEC18 90.00 6,400 BRENT FUT-STYLE MARGIN DEC18 40.00 4,000 BRENT FUT-STYLE MARGIN JAN18 50.00 3,617 BRENT FUT-STYLE MARGIN FEB18 50.00 3,100 Top 5 Open Interest Strikes for BA for 17/11/2017 BRENT APO DEC17 57.00 190 BRENT APO DEC17 80.00 175 BRENT APO DEC17 68.00 150 The Globe logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. Copyright 2017 CME Group Inc. All rights reserved. Page 6 of 6