WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      426,974
COMMITMENTS
 166,425  189,802   71,653  150,254  120,548  388,332  382,003   38,642   44,971

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -3,625)
  -4,072  -11,074    2,427      264    4,899   -1,381   -3,748   -2,244      123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     44.5     16.8     35.2     28.2     90.9     89.5      9.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      420)
     133      139      116       96      106      295      303                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      268,692
COMMITMENTS
 101,770   74,475   28,606  114,883  142,431  245,259  245,512   23,433   23,180

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -4,156)
  -4,304   -2,717   -2,234    1,691      375   -4,847   -4,576      691      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9     27.7     10.6     42.8     53.0     91.3     91.4      8.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      252)
      75       53       54       86       81      182      171                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,405,286
COMMITMENTS
 381,175  414,102  194,448  632,517  622,138  1208140  1230688  197,146  174,598

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      9,320)
   2,947   -2,151    2,016    2,557   11,028    7,520   10,893    1,800   -1,573

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.1     29.5     13.8     45.0     44.3     86.0     87.6     14.0     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      731)
     177      161      161      282      282      554      535                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,142
COMMITMENTS
   1,933      814      728    1,322    3,874    3,983    5,416    2,159      726

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:        220)
      92       16       26      258      222      376      264     -156      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     13.3     11.9     21.5     63.1     64.8     88.2     35.2     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      14        6        6        7       11       25       19                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      673,029
COMMITMENTS
 160,023  125,995  106,914  355,418  355,487  622,355  588,396   50,674   84,633

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     10,227)
   4,918   -8,986   -1,232    4,060   19,116    7,746    8,898    2,481    1,329

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     18.7     15.9     52.8     52.8     92.5     87.4      7.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      577)
     137      167      180      154      200      404      466                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      439,337
COMMITMENTS
 137,687   39,315   94,305  170,140  276,079  402,132  409,699   37,205   29,638

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -6,469)
  -5,808    1,703    8,648   -8,476  -18,170   -5,636   -7,819     -833    1,350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      8.9     21.5     38.7     62.8     91.5     93.3      8.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      320)
     104       75      119       79       74      260      225                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      719,328
COMMITMENTS
 183,498  130,588   15,541  364,072  417,220  563,111  563,349  156,217  155,979

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -4,030)
   4,772    9,985   -1,865    1,601   -6,662    4,508    1,458   -8,538   -5,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     18.2      2.2     50.6     58.0     78.3     78.3     21.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      39       31       17       59       70      105      111                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      825,974
COMMITMENTS
  54,836  153,564    9,739  644,356  570,127  708,931  733,430  117,043   92,544

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      2,050)
  -2,950    7,939   -2,318    2,184   -4,492   -3,084    1,129    5,134      921

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     18.6      1.2     78.0     69.0     85.8     88.8     14.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      13       11        9       64       65       82       80                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,711
COMMITMENTS
     908      307      232      225    1,090    1,365    1,629      346       82

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.1     17.9     13.6     13.2     63.7     79.8     95.2     20.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
      10        4        3        4        7       17       11                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      371,740
COMMITMENTS
  83,265   61,762   53,148  194,195  226,587  330,608  341,497   41,132   30,243

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -10,660)
   3,657   -8,758   -5,990   -7,151    4,801   -9,484   -9,947   -1,176     -713

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     16.6     14.3     52.2     61.0     88.9     91.9     11.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      72       60       87       93       90      216      200                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,386
COMMITMENTS
   3,364    2,144      189    4,833    7,002    8,386    9,335    2,000    1,051

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:       -351)
    -614     -170       58      431     -202     -125     -314     -226      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     20.6      1.8     46.5     67.4     80.7     89.9     19.3     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      25       12        5       15       17       42       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,589,230
COMMITMENTS
 281,175  464,072   37,493  1146118  931,717  1464786  1433282  124,444  155,948

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     84,122)
  18,955  102,465   -3,371   74,730  -15,320   90,314   83,774   -6,192      348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     29.2      2.4     72.1     58.6     92.2     90.2      7.8      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      49       57       32      113      121      180      192                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,212,109
COMMITMENTS
 893,344  636,718  134,856  1817660  1938693  2845860  2710267  366,249  501,842

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -60,987)
 -31,953  -18,459  -10,841   -2,161  -25,879  -44,955  -55,179  -16,032   -5,808

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     19.8      4.2     56.6     60.4     88.6     84.4     11.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
      86       87       55      155      175      273      285                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      422,597
COMMITMENTS
  79,088   58,492    7,038  252,709  227,360  338,835  292,890   83,762  129,707

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -1,655)
 -13,056    6,334      118    8,182   -9,090   -4,756   -2,638    3,101      983

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     13.8      1.7     59.8     53.8     80.2     69.3     19.8     30.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      11        9        7       39       42       54       54                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,975,757
COMMITMENTS
 425,387  653,661   88,948  2187644  1855110  2701979  2597719  273,778  378,038

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:     -4,735)
 -25,421   -8,010   15,922   22,412  -19,050   12,913  -11,138  -17,648    6,403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     22.0      3.0     73.5     62.3     90.8     87.3      9.2     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      298)
      47       73       35      112      142      180      229                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,603,168
COMMITMENTS
  81,179  222,590  321,753  1164389  985,427  1567321  1529770   35,847   73,398

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -49,234)
  17,929  -13,343  -25,964  -40,559  -17,683  -48,594  -56,990     -640    7,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.1     13.9     20.1     72.6     61.5     97.8     95.4      2.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      25       50       51       61       75      118      152                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       78,934
COMMITMENTS
  53,393    5,533    1,107   14,753   62,240   69,253   68,879    9,682   10,055

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,963)
   3,805     -686     -607   -1,111    3,102    2,088    1,809     -125      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6      7.0      1.4     18.7     78.9     87.7     87.3     12.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      54       18        6       25       31       80       54                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      157,868
COMMITMENTS
 106,786   11,065    2,214   29,505  124,479  138,505  137,758   19,363   20,110

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      3,926)
   7,610   -1,372   -1,214   -2,221    6,203    4,175    3,617     -249      309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.6      7.0      1.4     18.7     78.9     87.7     87.3     12.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      54       18        6       25       31       80       54                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       71,881
COMMITMENTS
  56,841   71,763       85   14,875        0   71,801   71,848       80       33

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:    -30,437)
  -5,666   -6,159  -24,276     -499        0  -30,441  -30,435        4       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    79.1     99.8      0.1     20.7      0.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      20       11        1        2        0       23       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,547
COMMITMENTS
  13,396    5,491        5   15,097   22,979   28,498   28,475       49       72

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,169)
     584      205        2      589      962    1,175    1,169       -6        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     19.2      0.0     52.9     80.5     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       15        1        7       19       17       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 09/26/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       21,160
COMMITMENTS
  15,752    5,649       63    5,247   15,396   21,062   21,108       98       52

CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST:      1,042)
    -854      733       14    1,871      287    1,031    1,034       11        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    74.4     26.7      0.3     24.8     72.8     99.5     99.8      0.5      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        7        1        3       11       15       18                  



Updated September 29, 2017