WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      478,128
COMMITMENTS
 167,119  198,733   97,868  172,063  134,356  437,050  430,957   41,078   47,171

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     17,140)
     138    7,697   10,294    5,318     -532   15,750   17,459    1,390     -319

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     41.6     20.5     36.0     28.1     91.4     90.1      8.6      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      416)
     136      132      123       98      100      306      296                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      292,525
COMMITMENTS
  99,408   89,235   41,760  128,656  136,588  269,824  267,583   22,701   24,942

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     10,181)
   2,430    8,071    5,699    3,105   -3,175   11,234   10,595   -1,053     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.0     30.5     14.3     44.0     46.7     92.2     91.5      7.8      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      78       57       64       91       80      199      180                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,489,037
COMMITMENTS
 382,349  446,526  235,162  669,064  621,081  1286575  1302769  202,462  186,268

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     39,160)
   7,811   10,328   21,030    8,942    3,104   37,783   34,462    1,377    4,698

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.7     30.0     15.8     44.9     41.7     86.4     87.5     13.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      744)
     186      171      168      295      292      567      564                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,740
COMMITMENTS
   2,264      594      803    1,472    4,559    4,539    5,956    2,201      784

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        734)
     283     -236      105      243      715      631      584      103      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6      8.8     11.9     21.8     67.6     67.3     88.4     32.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      15        5        4        7       11       24       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      744,280
COMMITMENTS
 178,320   96,436  116,013  395,915  438,060  690,248  650,509   54,032   93,771

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     27,104)
  20,746  -16,895    4,062    5,255   35,072   30,063   22,239   -2,959    4,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     13.0     15.6     53.2     58.9     92.7     87.4      7.3     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      580)
     170      135      188      163      202      437      457                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      443,985
COMMITMENTS
 126,685   61,187  107,520  177,486  245,625  411,691  414,332   32,294   29,653

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     11,974)
   6,653      246    5,299    2,178    7,445   14,130   12,990   -2,156   -1,016

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     13.8     24.2     40.0     55.3     92.7     93.3      7.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     103       70      123       78       72      255      229                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      739,549
COMMITMENTS
 184,195  133,220   11,766  390,572  430,760  586,533  575,746  153,016  163,803

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     -1,574)
  11,420  -11,982   -5,154   -5,570   19,888      696    2,752   -2,270   -4,326

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.9     18.0      1.6     52.8     58.2     79.3     77.9     20.7     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      163)
      40       28       16       67       71      110      112                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      847,007
COMMITMENTS
  61,277  153,454   14,652  657,775  585,212  733,704  753,318  113,303   93,689

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     19,213)
      86     -166   -1,921   17,843   27,694   16,008   25,607    3,205   -6,394

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     18.1      1.7     77.7     69.1     86.6     88.9     13.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      15       12       13       64       64       86       82                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,671
COMMITMENTS
     996      713      174      144      594    1,314    1,481      357      190

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:         41)
      23      329      -22       57     -263       58       44      -17       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.6     42.7     10.4      8.6     35.5     78.6     88.6     21.4     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        5        5        3        6       15       13                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      381,697
COMMITMENTS
  88,572   44,956   65,215  181,940  240,323  335,727  350,494   45,970   31,203

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     18,826)
   3,697   -6,235    5,087    7,690   19,328   16,474   18,180    2,352      646

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.2     11.8     17.1     47.7     63.0     88.0     91.8     12.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      262)
      82       59       87       86       83      212      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        9,993
COMMITMENTS
   2,397    2,008      297    5,129    6,661    7,823    8,966    2,170    1,027

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:       -128)
    -239      -71       19      -79       69     -299       17      171     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     20.1      3.0     51.3     66.7     78.3     89.7     21.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      21       12        8       12       15       35       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,737,821
COMMITMENTS
 276,978  589,431   47,755  1290472  937,637  1615205  1574823  122,616  162,998

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     73,141)
  35,531   96,940    1,818   31,913  -27,001   69,262   71,757    3,879    1,384

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     33.9      2.7     74.3     54.0     92.9     90.6      7.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      278)
      45       67       29      115      119      177      198                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,036,524
COMMITMENTS
 774,341  668,050  131,399  1812340  1707794  2718080  2507243  318,444  529,281

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:   -100,376)
 -73,187   13,128   16,153  -14,393 -104,234  -71,427  -74,953  -28,949  -25,423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5     22.0      4.3     59.7     56.2     89.5     82.6     10.5     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      410)
      77      100       62      152      176      258      310                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      426,285
COMMITMENTS
  50,401   61,769   10,210  283,598  219,196  344,209  291,175   82,076  135,110

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:         76)
 -18,809    7,966      691   16,281   -7,069   -1,837    1,588    1,913   -1,512

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     14.5      2.4     66.5     51.4     80.7     68.3     19.3     31.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      10       10        9       42       42       58       55                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    2,960,660
COMMITMENTS
 355,004  800,583   85,685  2281411  1682488  2722100  2568756  238,560  391,904

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     -8,063)
 -33,775  110,219    5,793   33,181 -136,814    5,199  -20,802  -13,262   12,739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     27.0      2.9     77.1     56.8     91.9     86.8      8.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      321)
      47       80       46      129      148      207      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,518,716
COMMITMENTS
 105,035  166,796  310,238  1066928  974,086  1482201  1451120   36,515   67,596

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:    -28,681)
  26,055  -37,142  -11,306  -44,590   22,852  -29,841  -25,596    1,160   -3,085

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     11.0     20.4     70.3     64.1     97.6     95.5      2.4      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      154)
      20       49       42       65       73      114      142                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       78,925
COMMITMENTS
  47,966    8,082    2,318   17,163   58,040   67,447   68,440   11,478   10,485

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:      1,055)
  -1,332     -390    1,011    1,022     -404      701      217      354      838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     10.2      2.9     21.7     73.5     85.5     86.7     14.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      46       26        7       27       31       77       60                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      157,849
COMMITMENTS
  95,932   16,164    4,636   34,325  116,079  134,893  136,879   22,956   20,970

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:      2,109)
  -2,664     -779    2,021    2,044     -808    1,401      434      708    1,675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     10.2      2.9     21.7     73.5     85.5     86.7     14.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      46       26        7       27       31       77       60                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       51,324
COMMITMENTS
  36,502   51,226       85   14,652        0   51,239   51,311       85       13

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:     -2,146)
  -2,065   -2,110        0      -96        0   -2,161   -2,110       15      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.1     99.8      0.2     28.5      0.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      24       12        1        2        0       27       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,391
COMMITMENTS
  15,084    5,107        5   14,244   24,181   29,333   29,293       58       98

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:       -102)
   1,347     -117        0   -1,451      -16     -104     -133        2       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.3     17.4      0.0     48.5     82.3     99.8     99.7      0.2      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       8       14        1        6       19       14       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 10/17/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,966
COMMITMENTS
  17,538    5,826       70    3,309   14,992   20,917   20,888       49       78

CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST:        438)
     841      386        6     -409       19      438      411        0       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.6     27.8      0.3     15.8     71.5     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8       10        1        3       12       12       22                  



Updated October 20, 2017