WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   518,578:   167,175    249,464     99,645    206,405    123,393    473,225    472,502:    45,353     46,076
Old  :   396,809:   145,276    235,461     54,279    160,532     73,029    360,087    362,769:    36,722     34,040
Other:   121,769:    52,578     44,682     14,687     45,873     50,364    113,138    109,733:     8,631     12,036
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :   -28,057:    -5,281     10,183    -16,302     -7,635    -21,351    -29,218    -27,470:     1,161       -587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.2       48.1       19.2       39.8       23.8       91.3       91.1:       8.7        8.9
Old  :     100.0:      36.6       59.3       13.7       40.5       18.4       90.7       91.4:       9.3        8.6
Other:     100.0:      43.2       36.7       12.1       37.7       41.4       92.9       90.1:       7.1        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       446:       139        153        130         97         99        313        324:
Old  :       431:       142        145         99         94         82        288        286:
Other:       221:        57         66         40         50         74        131        159:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.6        9.0       23.6       16.9       13.1        8.5       19.3       15.7
Old  :                 18.8       11.2       27.7       21.1       17.6       10.8       24.9       20.2
Other:                 23.2       20.3       36.8       33.3       22.1       17.1       32.0       29.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   314,879:   101,750    111,866     45,742    142,817    133,997    290,309    291,605:    24,570     23,274
Old  :   253,729:    98,799    111,520     27,196    107,959     98,692    233,954    237,408:    19,775     16,321
Other:    61,150:    15,079     12,474      6,418     34,858     35,305     56,355     54,197:     4,795      6,953
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -3,614:      -270      5,236     -2,751        313     -5,286     -2,708     -2,801:      -906       -813
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.3       35.5       14.5       45.4       42.6       92.2       92.6:       7.8        7.4
Old  :     100.0:      38.9       44.0       10.7       42.5       38.9       92.2       93.6:       7.8        6.4
Other:     100.0:      24.7       20.4       10.5       57.0       57.7       92.2       88.6:       7.8       11.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        86         73         68         87         75        200        195:
Old  :       272:        82         73         46         79         64        184        164:
Other:       154:        36         36         31         45         56         99        107:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       20.1       30.3       31.3       15.7       16.3       23.1       26.2
Old  :                 23.8       24.9       33.8       37.6       23.8       24.2       32.5       36.2
Other:                 29.8       33.9       41.1       47.7       29.8       33.3       41.0       46.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,573,236:   388,960    480,812    246,197    742,064    658,760  1,377,221  1,385,769:   196,015    187,467
Old  : 1,417,269:   374,064    476,541    204,453    653,663    575,212  1,232,180  1,256,206:   185,089    161,063
Other:   155,967:    50,659     40,034      5,981     88,401     83,548    145,041    129,563:    10,926     26,404
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :  -108,217:   -34,925    -35,710    -22,878    -45,946    -43,012   -103,749   -101,600:    -4,468     -6,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       30.6       15.6       47.2       41.9       87.5       88.1:      12.5       11.9
Old  :     100.0:      26.4       33.6       14.4       46.1       40.6       86.9       88.6:      13.1       11.4
Other:     100.0:      32.5       25.7        3.8       56.7       53.6       93.0       83.1:       7.0       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       750:       177        154        155        301        319        559        570:
Old  :       748:       182        158        125        295        305        540        538:
Other:       407:        59         66         30         66        241        145        321:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       11.0       18.7       18.3        8.6       10.6       14.2       15.9
Old  :                 11.9       12.0       19.3       20.2       10.1       11.7       15.6       17.4
Other:                 34.1       25.7       46.5       35.5       34.1       25.7       46.3       35.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,013:     3,157        280        205      1,484      5,685      4,846      6,170:     2,167        843
Old  :     6,939:     3,150        280        205      1,442      5,666      4,797      6,151:     2,142        788
Other:        74:         7          0          0         42         19         49         19:        25         55
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :      -818:      -142       -381       -125       -400        -25       -667       -531:      -151       -287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.0        4.0        2.9       21.2       81.1       69.1       88.0:      30.9       12.0
Old  :     100.0:      45.4        4.0        3.0       20.8       81.7       69.1       88.6:      30.9       11.4
Other:     100.0:       9.5        0.0        0.0       56.8       25.7       66.2       25.7:      33.8       74.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        13          5          4          6         12         22         18:
Old  :        33:        13          5          4          6         12         22         18:
Other:         7:         1          0          0          2          4          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       62.5       56.4       76.8       43.2       62.5       55.2       76.2
Old  :                 44.3       63.0       56.3       77.4       43.1       63.0       55.1       76.8
Other:                 66.2       25.7       66.2       25.7       66.2       25.7       66.2       25.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   733,424:   163,453    100,580    129,217    389,464    414,982    682,134    644,779:    51,290     88,645
Old  :   671,995:   156,186     93,947    116,419    352,407    382,316    625,012    592,682:    46,983     79,313
Other:    61,429:    17,137     16,503      2,928     37,057     32,666     57,122     52,097:     4,307      9,332
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    13,489:     2,009     -8,621      3,107      8,008     14,074     13,124      8,560:       365      4,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3       13.7       17.6       53.1       56.6       93.0       87.9:       7.0       12.1
Old  :     100.0:      23.2       14.0       17.3       52.4       56.9       93.0       88.2:       7.0       11.8
Other:     100.0:      27.9       26.9        4.8       60.3       53.2       93.0       84.8:       7.0       15.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       573:       153        133        175        161        211        407        462:
Old  :       567:       152        136        161        157        205        395        446:
Other:       264:        46         55         27         47        135        110        205:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       14.4       24.8       22.0       14.9       12.3       20.4       18.5
Old  :                 17.6       14.5       25.1       21.8       16.3       13.4       21.9       20.0
Other:                 41.5       39.6       53.0       49.6       41.5       39.0       52.6       48.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   459,803:   122,218     69,981    100,400    205,500    260,555    428,118    430,936:    31,685     28,867
Old  :   413,382:   112,385     75,635     83,892    188,285    227,000    384,562    386,527:    28,820     26,855
Other:    46,421:    21,545      6,058      4,796     17,215     33,555     43,556     44,409:     2,865      2,012
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :   -21,348:    -6,719     12,755    -10,484     -1,862    -24,868    -19,065    -22,597:    -2,283      1,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6       15.2       21.8       44.7       56.7       93.1       93.7:       6.9        6.3
Old  :     100.0:      27.2       18.3       20.3       45.5       54.9       93.0       93.5:       7.0        6.5
Other:     100.0:      46.4       13.1       10.3       37.1       72.3       93.8       95.7:       6.2        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       310:       102         75        104         87         73        248        215:
Old  :       308:       103         78         98         86         72        243        211:
Other:        92:        30         18         14         29         22         67         46:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       30.0       21.1       36.7       10.1       27.4       16.0       33.1
Old  :                 14.3       28.3       22.0       35.3       11.9       27.4       18.5       33.6
Other:                 32.8       61.5       51.7       74.0       32.0       60.7       49.2       71.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   832,485:   181,453    117,485     30,199    431,154    502,356    642,806    650,040:   189,679    182,445
Old  :   832,485:   181,453    117,485     30,199    431,154    502,356    642,806    650,040:   189,679    182,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :   -12,577:    -1,439     -5,702     -6,369    -15,844    -11,216    -23,652    -23,287:    11,075     10,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.8       14.1        3.6       51.8       60.3       77.2       78.1:      22.8       21.9
Old  :     100.0:      21.8       14.1        3.6       51.8       60.3       77.2       78.1:      22.8       21.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        34         32         25         62         73        108        119:
Old  :       157:        34         32         25         62         73        108        119:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.7       21.8       32.0       35.4       16.6       17.2       23.5       25.6
Old  :                 21.7       21.8       32.0       35.4       16.6       17.2       23.5       25.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   954,762:    50,807    147,760     43,393    700,353    649,300    794,553    840,453:   160,209    114,309
Old  :   954,762:    50,807    147,760     43,393    700,353    649,300    794,553    840,453:   160,209    114,309
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :   -12,744:       160     -4,567     11,643    -55,899    -31,679    -44,096    -24,603:    31,352     11,859
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       15.5        4.5       73.4       68.0       83.2       88.0:      16.8       12.0
Old  :     100.0:       5.3       15.5        4.5       73.4       68.0       83.2       88.0:      16.8       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        16         11         20         68         72         97         93:
Old  :       120:        16         11         20         68         72         97         93:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       38.2       36.1       50.9       17.3       35.8       26.5       45.4
Old  :                 23.9       38.2       36.1       50.9       17.3       35.8       26.5       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,820:       787        622        166        493        782      1,446      1,570:       374        250
Old  :     1,820:       787        622        166        493        782      1,446      1,570:       374        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :      -178:      -106         87       -206        100        -51       -212       -170:        34         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       34.2        9.1       27.1       43.0       79.5       86.3:      20.5       13.7
Old  :     100.0:      43.2       34.2        9.1       27.1       43.0       79.5       86.3:      20.5       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        12          6          7          8          7         24         18:
Old  :        31:        12          6          7          8          7         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       56.5       49.8       71.2       33.3       54.3       47.5       65.3
Old  :                 33.8       56.5       49.8       71.2       33.3       54.3       47.5       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   413,121:   110,625     39,370     61,778    199,199    282,790    371,602    383,938:    41,519     29,183
Old  :   372,677:   106,548     41,814     51,845    175,026    251,540    333,419    345,199:    39,258     27,478
Other:    40,444:     9,101      2,580      4,909     24,173     31,250     38,183     38,739:     2,261      1,705
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :     7,392:    16,249     -6,063      1,919    -10,288     12,866      7,880      8,722:      -488     -1,330
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        9.5       15.0       48.2       68.5       89.9       92.9:      10.1        7.1
Old  :     100.0:      28.6       11.2       13.9       47.0       67.5       89.5       92.6:      10.5        7.4
Other:     100.0:      22.5        6.4       12.1       59.8       77.3       94.4       95.8:       5.6        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       272:        78         58         83         95         93        223        202:
Old  :       271:        79         61         79         94         89        220        195:
Other:        95:        23         12         16         36         37         65         62:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.1       32.6       21.3       39.9       13.1       30.4       19.0       36.3
Old  :                 14.8       32.2       22.5       40.1       14.1       30.3       20.4       36.7
Other:                 32.0       48.0       54.2       62.4       30.7       40.1       49.8       50.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,054:     1,620      2,356        235      6,569      6,137      8,424      8,728:     1,630      1,326
Old  :    10,003:     1,619      2,356        235      6,533      6,114      8,387      8,705:     1,616      1,298
Other:        51:         1          0          0         36         23         37         23:        14         28
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :      -338:       -49       -125         39       -402       -212       -412       -298:        74        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       23.4        2.3       65.3       61.0       83.8       86.8:      16.2       13.2
Old  :     100.0:      16.2       23.6        2.3       65.3       61.1       83.8       87.0:      16.2       13.0
Other:     100.0:       2.0        0.0        0.0       70.6       45.1       72.5       45.1:      27.5       54.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        14         16          6         18         14         36         33:
Old  :        59:        14         16          6         17         14         35         33:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.1       46.6       61.5       59.6       53.1       46.2       61.4       59.2
Old  :                 53.4       46.6       61.8       59.6       53.4       46.6       61.8       59.6
Other:                 72.5       45.1       72.5       45.1       72.5       45.1       72.5       45.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,847,248:   341,427    587,860     82,306  1,279,779  1,005,491  1,703,512  1,675,657:   143,736    171,591
Old  : 1,847,248:   341,427    587,860     82,306  1,279,779  1,005,491  1,703,512  1,675,657:   143,736    171,591
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :  -145,085:   -30,123    -10,984    -13,662   -109,896   -106,624   -153,681   -131,270:     8,596    -13,815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       31.8        4.5       69.3       54.4       92.2       90.7:       7.8        9.3
Old  :     100.0:      18.5       31.8        4.5       69.3       54.4       92.2       90.7:       7.8        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        57         70         50        127        119        210        213:
Old  :       290:        57         70         50        127        119        210        213:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.0       28.8       30.6       40.3       18.0       26.0       28.0       35.3
Old  :                 19.0       28.8       30.6       40.3       18.0       26.0       28.0       35.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,692,041:   844,279    720,343    177,606  2,178,069  2,091,433  3,199,954  2,989,382:   492,087    702,659
Old  : 3,692,041:   844,279    720,343    177,606  2,178,069  2,091,433  3,199,954  2,989,382:   492,087    702,659
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    89,640:   -18,889    -31,745    -24,430    -38,481     -7,664    -81,800    -63,839:   171,440    153,479
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.9       19.5        4.8       59.0       56.6       86.7       81.0:      13.3       19.0
Old  :     100.0:      22.9       19.5        4.8       59.0       56.6       86.7       81.0:      13.3       19.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:        70        103         71        153        186        268        316:
Old  :       399:        70        103         71        153        186        268        316:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.6       12.4       33.1       19.1       19.3        8.9       28.2       13.8
Old  :                 23.6       12.4       33.1       19.1       19.3        8.9       28.2       13.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   485,745:    58,922     80,775     10,646    318,036    225,938    387,604    317,359:    98,141    168,386
Old  :   485,745:    58,922     80,775     10,646    318,036    225,938    387,604    317,359:    98,141    168,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    30,297:    -2,793     13,986       -948     27,525     15,770     23,784     28,808:     6,513      1,489
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       16.6        2.2       65.5       46.5       79.8       65.3:      20.2       34.7
Old  :     100.0:      12.1       16.6        2.2       65.5       46.5       79.8       65.3:      20.2       34.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        10         12         10         47         46         63         62:
Old  :        80:        10         12         10         47         46         63         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       19.9       42.7       29.1       30.9       19.5       39.5       27.6
Old  :                 33.3       19.9       42.7       29.1       30.9       19.5       39.5       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,389,401:   623,468    885,221    214,618  2,206,840  1,780,370  3,044,926  2,880,209:   344,475    509,192
Old  : 3,389,401:   623,468    885,221    214,618  2,206,840  1,780,370  3,044,926  2,880,209:   344,475    509,192
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :  -118,710:     2,732    -46,783    -17,779   -167,766   -109,727   -182,813   -174,289:    64,103     55,579
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4       26.1        6.3       65.1       52.5       89.8       85.0:      10.2       15.0
Old  :     100.0:      18.4       26.1        6.3       65.1       52.5       89.8       85.0:      10.2       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       313:        55         78         53        131        148        220        245:
Old  :       313:        55         78         53        131        148        220        245:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.4       15.4       39.7       24.9       24.9       12.8       34.0       19.4
Old  :                 29.4       15.4       39.7       24.9       24.9       12.8       34.0       19.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,520,162:    69,732    159,620    350,678  1,064,584    949,423  1,484,994  1,459,721:    35,168     60,441
Old  : 1,520,162:    69,732    159,620    350,678  1,064,584    949,423  1,484,994  1,459,721:    35,168     60,441
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    66,964:     8,127     -2,883      1,615     55,862     67,280     65,604     66,012:     1,360        952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       10.5       23.1       70.0       62.5       97.7       96.0:       2.3        4.0
Old  :     100.0:       4.6       10.5       23.1       70.0       62.5       97.7       96.0:       2.3        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        25         50         53         63         73        122        145:
Old  :       157:        25         50         53         63         73        122        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       23.7       48.2       34.3       22.0        9.6       27.4       15.2
Old  :                 33.9       23.7       48.2       34.3       22.0        9.6       27.4       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    76,112:    39,853      7,381      4,517     20,062     55,314     64,432     67,212:    11,681      8,901
Old  :    76,112:    39,853      7,381      4,517     20,062     55,314     64,432     67,212:    11,681      8,901
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -1,685:    -2,357      1,046        471        527     -3,102     -1,359     -1,585:      -326       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4        9.7        5.9       26.4       72.7       84.7       88.3:      15.3       11.7
Old  :     100.0:      52.4        9.7        5.9       26.4       72.7       84.7       88.3:      15.3       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        48         23         10         32         28         85         56:
Old  :       122:        48         23         10         32         28         85         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       37.8       35.9       54.6       20.6       36.5       32.4       53.2
Old  :                 22.4       37.8       35.9       54.6       20.6       36.5       32.4       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   152,224:    79,706     14,762      9,033     40,124    110,628    128,863    134,423:    23,361     17,801
Old  :   152,224:    79,706     14,762      9,033     40,124    110,628    128,863    134,423:    23,361     17,801
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -3,369:    -4,713      2,092        941      1,054     -6,203     -2,718     -3,170:      -651       -199
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      52.4        9.7        5.9       26.4       72.7       84.7       88.3:      15.3       11.7
Old  :     100.0:      52.4        9.7        5.9       26.4       72.7       84.7       88.3:      15.3       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       122:        48         23         10         32         28         85         56:
Old  :       122:        48         23         10         32         28         85         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.4       37.8       35.9       54.6       20.6       36.5       32.4       53.2
Old  :                 22.4       37.8       35.9       54.6       20.6       36.5       32.4       53.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    82,276:    67,596     82,024        251     14,305          0     82,152     82,275:       124          1
Old  :    82,276:    67,596     82,024        251     14,305          0     82,152     82,275:       124          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -5,320:    -5,334     -5,318          0          1          0     -5,333     -5,318:        13         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.2       99.7        0.3       17.4        0.0       99.8      100.0:       0.2        0.0
Old  :     100.0:      82.2       99.7        0.3       17.4        0.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        29          9          2          2          0         32         10:
Old  :        40:        29          9          2          2          0         32         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       94.0       91.2       99.6       72.3       94.0       91.0       99.5
Old  :                 72.5       94.0       91.2       99.6       72.3       94.0       91.0       99.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    27,643:    13,001      5,942          5     14,615     21,609     27,621     27,556:        22         87
Old  :    27,643:    13,001      5,942          5     14,615     21,609     27,621     27,556:        22         87
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :      -469:      -579        -63          0        110       -356       -469       -419:         0        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       21.5        0.0       52.9       78.2       99.9       99.7:       0.1        0.3
Old  :     100.0:      47.0       21.5        0.0       52.9       78.2       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        10         15          1          7         19         17         35:
Old  :        49:        10         15          1          7         19         17         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.3       37.8       94.3       64.0       80.3       37.8       94.3       64.0
Old  :                 80.3       37.8       94.3       64.0       80.3       37.8       94.3       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders - Futures Only, November 28, 2017                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    24,322:    21,244      5,865        386      2,654     17,900     24,284     24,151:        38        171
Old  :    24,322:    21,244      5,865        386      2,654     17,900     24,284     24,151:        38        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :       258:       126        149         29        117         14        272        192:       -14         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3       24.1        1.6       10.9       73.6       99.8       99.3:       0.2        0.7
Old  :     100.0:      87.3       24.1        1.6       10.9       73.6       99.8       99.3:       0.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4         12          2          3         12          9         24:
Old  :        30:         4         12          2          3         12          9         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.2       52.2       99.7       76.5       96.1       52.2       96.6       76.4
Old  :                 97.2       52.2       99.7       76.5       96.1       52.2       96.6       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 1, 2017