WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      560,679
COMMITMENTS
 166,919  233,690  129,534  220,147  150,535  516,600  513,759   44,079   46,920

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -8,799)
   2,721   -9,554    1,479  -11,861      131   -7,661   -7,944   -1,138     -855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     41.7     23.1     39.3     26.8     92.1     91.6      7.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      438)
     137      140      140      100      108      319      330                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      317,282
COMMITMENTS
 104,401   99,854   50,414  138,978  142,924  293,793  293,192   23,489   24,090

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:    -13,756)
   1,307   -8,888   -7,711   -3,071    8,000   -9,475   -8,599   -4,281   -5,157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     31.5     15.9     43.8     45.0     92.6     92.4      7.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      282)
      81       69       78       99       82      217      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,702,668
COMMITMENTS
 411,670  536,783  269,798  814,379  692,765  1495847  1499346  206,821  203,322

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     79,013)
  19,631   57,744  -14,468   68,658   21,899   73,821   65,175    5,192   13,838

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     31.5     15.8     47.8     40.7     87.9     88.1     12.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      791)
     192      183      185      318      316      607      605                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,215
COMMITMENTS
   3,338      607      565    2,092    5,905    5,995    7,077    2,220    1,138

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        331)
     266      -18      -94      239      214      411      102      -80      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6      7.4      6.9     25.5     71.9     73.0     86.1     27.0     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      17        6        6       10       13       31       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      711,001
COMMITMENTS
 173,060  121,173  121,829  367,849  382,545  662,738  625,547   48,263   85,454

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     23,487)
   3,211   22,138    6,690   17,000   -5,779   26,901   23,049   -3,414      438

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.3     17.0     17.1     51.7     53.8     93.2     88.0      6.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      582)
     137      152      179      162      208      413      464                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      477,549
COMMITMENTS
 130,138   54,104  113,773  198,633  283,817  442,544  451,694   35,005   25,855

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      8,169)
   4,483    2,192   -6,395    9,759   13,783    7,847    9,580      322   -1,411

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     11.3     23.8     41.6     59.4     92.7     94.6      7.3      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      98       71      111       79       74      240      222                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      802,225
COMMITMENTS
 173,225  128,074   23,343  450,186  481,544  646,754  632,961  155,471  169,264

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     37,918)
  -3,439   -9,225    5,512   37,550   37,392   39,623   33,679   -1,705    4,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     16.0      2.9     56.1     60.0     80.6     78.9     19.4     21.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      167)
      42       31       29       68       71      119      122                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      932,588
COMMITMENTS
  51,899  154,229   36,006  726,460  645,897  814,365  836,132  118,223   96,456

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     35,916)
   2,487   -6,058   12,584   24,672   31,544   39,743   38,070   -3,827   -2,154

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.6     16.5      3.9     77.9     69.3     87.3     89.7     12.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      14       11       17       74       72      101       91                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,164
COMMITMENTS
   1,032      730      367      347      913    1,746    2,010      418      154

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        -22)
    -193     -263       53       43      223      -97       13       75      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     33.7     17.0     16.0     42.2     80.7     92.9     19.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11        6        8        8        8       25       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      401,742
COMMITMENTS
  93,654   51,724   56,829  208,379  257,910  358,862  366,463   42,880   35,279

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     11,696)
   6,278    3,073   -4,878    9,176   11,513   10,576    9,708    1,120    1,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     12.9     14.1     51.9     64.2     89.3     91.2     10.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      75       62       78       98       89      214      201                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,805
COMMITMENTS
   1,883    3,297      225    7,029    5,921    9,137    9,443    1,668    1,362

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        542)
      89      426       36      484       34      609      496      -67       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     30.5      2.1     65.1     54.8     84.6     87.4     15.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      15       20        5       18       13       38       35                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,846,853
COMMITMENTS
 332,692  531,340   55,352  1338551  1088465  1726595  1675157  120,258  171,696

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     43,652)
  -7,716   16,027  -17,978   69,908   44,851   44,214   42,900     -562      752

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0     28.8      3.0     72.5     58.9     93.5     90.7      6.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      299)
      56       65       38      130      122      206      205                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,332,499
COMMITMENTS
 788,176  713,340  139,676  2091616  1958157  3019468  2811173  313,031  521,326

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:    141,401)
  88,765   63,992  -24,525   67,987  130,241  132,227  169,708    9,174  -28,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     21.4      4.2     62.8     58.8     90.6     84.4      9.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      415)
      80       99       62      155      195      271      320                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      437,165
COMMITMENTS
  52,748   69,672    7,616  285,805  212,466  346,169  289,754   90,996  147,411

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      5,629)
  -1,859   10,313    1,687      650  -10,278      478    1,722    5,151    3,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     15.9      1.7     65.4     48.6     79.2     66.3     20.8     33.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      10       10        8       40       43       55       56                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,229,954
COMMITMENTS
 677,047  912,791  129,948  2165427  1768745  2972422  2811484  257,532  418,470

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     79,384)
 136,337   41,876   -9,139  -56,126   46,885   71,072   79,622    8,312     -238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     28.3      4.0     67.0     54.8     92.0     87.0      8.0     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      318)
      50       80       48      127      157      209      253                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,406,961
COMMITMENTS
  75,837  180,913  312,035  986,455  849,171  1374327  1342119   32,634   64,842

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     37,497)
   1,612   12,627    9,396   32,129   27,387   43,137   49,410   -5,640  -11,913

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     12.9     22.2     70.1     60.4     97.7     95.4      2.3      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      153)
      20       49       45       64       74      114      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       79,161
COMMITMENTS
  45,307    5,157    2,399   18,860   62,242   66,565   69,797   12,596    9,364

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      1,040)
     158   -1,949      -34      446    2,935      570      953      471       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.2      6.5      3.0     23.8     78.6     84.1     88.2     15.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      48       17        6       28       30       78       51                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      158,321
COMMITMENTS
  90,613   10,313    4,797   37,719  124,483  133,129  139,593   25,192   18,728

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      2,080)
     315   -3,897      -67      891    5,869    1,139    1,905      941      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.2      6.5      3.0     23.8     78.6     84.1     88.2     15.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      48       17        6       28       30       78       51                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       95,005
COMMITMENTS
  80,513   94,741       85   14,267        0   94,865   94,826      140      179

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        101)
     125      -61        0      -45        0       80      -61       21      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.7     99.7      0.1     15.0      0.0     99.9     99.8      0.1      0.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      27       11        1        2        0       30       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,857
COMMITMENTS
  14,104    5,204        5   14,705   23,540   28,814   28,749       43      108

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:       -362)
    -246       52        0     -130     -388     -376     -336       14      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     18.0      0.0     51.0     81.6     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       48)
      10       14        1        7       19       17       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       23,586
COMMITMENTS
  21,037    5,240      381    2,109   17,852   23,527   23,473       59      113

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -1,024)
    -619   -1,146       21     -445      100   -1,043   -1,025       19        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    89.2     22.2      1.6      8.9     75.7     99.7     99.5      0.3      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       5       14        1        4       12       10       26                  



Updated November 17, 2017