So in summary, this is what we do know:

   * in Q1, JPM cornered the commodity derivative market, with a total derivative exposure of just over of $4 trillion, an increase ot 1,691% from just $226 billion in one quarter!

What we don't know is:

   * why did the OCC decide to effectively eliminate its gold derivative breakdown by lumping it with FX,
   * why there was a 237% increase in the total amount of precious metals (which include gold) contracts in the quarter, from $22.4 billion to $75.6 billion