WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      546,635
COMMITMENTS
 172,456  239,281  115,947  214,040  144,744  502,443  499,972   44,192   46,663

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -14,044)
   5,537    5,591  -13,587   -6,107   -5,791  -14,157  -13,787      113     -257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     43.8     21.2     39.2     26.5     91.9     91.5      8.1      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      430)
     135      144      129       96      105      311      314                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      318,493
COMMITMENTS
 102,020  106,630   48,493  142,504  139,283  293,017  294,406   25,476   24,087

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      1,211)
  -2,381    6,776   -1,921    3,526   -3,641     -776    1,214    1,987       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.0     33.5     15.2     44.7     43.7     92.0     92.4      8.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      93       68       78       94       79      217      202                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,681,453
COMMITMENTS
 423,885  516,522  269,075  788,010  701,772  1480970  1487369  200,483  194,084

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -21,215)
  12,215  -20,261     -723  -26,369    9,007  -14,877  -11,977   -6,338   -9,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.2     30.7     16.0     46.9     41.7     88.1     88.5     11.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      777)
     190      169      171      307      325      584      597                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,831
COMMITMENTS
   3,299      661      330    1,884    5,710    5,513    6,701    2,318    1,130

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -384)
     -39       54     -235     -208     -195     -482     -376       98       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1      8.4      4.2     24.1     72.9     70.4     85.6     29.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      15        9        6       10       11       30       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      719,935
COMMITMENTS
 161,444  109,201  126,110  381,456  400,908  669,010  636,219   50,925   83,716

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      8,934)
 -11,616  -11,972    4,281   13,607   18,363    6,272   10,672    2,662   -1,738

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     15.2     17.5     53.0     55.7     92.9     88.4      7.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      583)
     149      138      174      166      214      419      461                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      481,151
COMMITMENTS
 128,937   57,226  110,884  207,362  285,423  447,183  453,533   33,968   27,618

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      3,602)
  -1,201    3,122   -2,889    8,729    1,606    4,639    1,839   -1,037    1,763

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     11.9     23.0     43.1     59.3     92.9     94.3      7.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      306)
     100       68      110       84       77      248      219                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      845,062
COMMITMENTS
 182,892  123,187   36,568  446,998  513,572  666,458  673,327  178,604  171,735

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     42,837)
   9,667   -4,887   13,225   -3,188   32,028   19,704   40,366   23,133    2,471

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.6     14.6      4.3     52.9     60.8     78.9     79.7     21.1     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      161)
      37       31       26       67       71      114      118                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      967,506
COMMITMENTS
  50,647  152,327   31,750  756,252  680,979  838,649  865,056  128,857  102,450

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     34,918)
  -1,252   -1,902   -4,256   29,792   35,082   24,284   28,924   10,634    5,994

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     15.7      3.3     78.2     70.4     86.7     89.4     13.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      14       11       16       67       71       92       89                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,998
COMMITMENTS
     893      535      372      393      833    1,658    1,740      340      258

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -166)
    -139     -195        5       46      -80      -88     -270      -78      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7     26.8     18.6     19.7     41.7     83.0     87.1     17.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        5        9        7        7       24       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      405,729
COMMITMENTS
  94,376   45,433   59,859  209,487  269,924  363,722  375,216   42,007   30,513

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      3,987)
     722   -6,291    3,030    1,108   12,014    4,860    8,753     -873   -4,766

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     11.2     14.8     51.6     66.5     89.6     92.5     10.4      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      76       58       82      101       97      222      206                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,392
COMMITMENTS
   1,669    2,481      196    6,971    6,349    8,836    9,026    1,556    1,366

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -413)
    -214     -816      -29      -58      428     -301     -417     -112        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     23.9      1.9     67.1     61.1     85.0     86.9     15.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
      14       16        6       19       13       37       32                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,992,333
COMMITMENTS
 371,550  598,844   95,968  1389675  1112115  1857193  1806927  135,140  185,406

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    145,480)
  38,858   67,504   40,616   51,124   23,650  130,598  131,770   14,882   13,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.6     30.1      4.8     69.8     55.8     93.2     90.7      6.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      58       68       41      130      127      212      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,602,401
COMMITMENTS
 863,168  752,088  202,036  2216550  2099097  3281754  3053221  320,647  549,180

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    269,902)
  74,992   38,748   62,360  124,934  140,940  262,286  242,048    7,616   27,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0     20.9      5.6     61.5     58.3     91.1     84.8      8.9     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      424)
      79      104       79      168      195      294      333                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      455,448
COMMITMENTS
  61,715   66,789   11,594  290,511  210,168  363,820  288,551   91,628  166,897

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     18,283)
   8,967   -2,883    3,978    4,706   -2,298   17,651   -1,203      632   19,486

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     14.7      2.5     63.8     46.1     79.9     63.4     20.1     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       10       11       44       45       60       60                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,508,111
COMMITMENTS
 620,736  932,004  232,397  2374606  1890097  3227739  3054498  280,372  453,613

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    278,157)
 -56,311   19,213  102,449  209,179  121,352  255,317  243,014   22,840   35,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     26.6      6.6     67.7     53.9     92.0     87.1      8.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      325)
      52       86       59      132      154      223      260                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,453,198
COMMITMENTS
  61,605  162,503  349,063  1008722  882,143  1419390  1393709   33,808   59,489

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     46,237)
 -14,232  -18,410   37,028   22,267   32,972   45,063   51,590    1,174   -5,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.2     11.2     24.0     69.4     60.7     97.7     95.9      2.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      19       56       51       63       72      118      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       77,797
COMMITMENTS
  42,210    6,335    4,046   19,535   58,416   65,791   68,797   12,006    9,000

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -1,364)
  -3,097    1,179    1,648      676   -3,826     -774   -1,000     -590     -364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3      8.1      5.2     25.1     75.1     84.6     88.4     15.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      53       18        9       29       31       84       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      155,593
COMMITMENTS
  84,419   12,670    8,092   39,070  116,831  131,581  137,593   24,012   18,000

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -2,728)
  -6,194    2,357    3,295    1,351   -7,652   -1,548   -2,000   -1,180     -728

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.3      8.1      5.2     25.1     75.1     84.6     88.4     15.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      53       18        9       29       31       84       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       87,596
COMMITMENTS
  72,930   87,342      251   14,304        0   87,485   87,593      111        3

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -7,409)
  -7,583   -7,399      166       37        0   -7,380   -7,233      -29     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    83.3     99.7      0.3     16.3      0.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      27        9        2        2        0       30       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,112
COMMITMENTS
  13,580    6,005        5   14,505   21,965   28,090   27,975       22      137

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -745)
    -524      801        0     -200   -1,575     -724     -774      -21       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     21.4      0.0     51.6     78.1     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       14        1        7       19       18       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,064
COMMITMENTS
  21,118    5,716      357    2,537   17,886   24,012   23,959       52      105

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        478)
      81      476      -24      428       34      485      486       -7       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.8     23.8      1.5     10.5     74.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4       15        1        3       12        8       27                  



Updated November 24, 2017