MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
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 25 METRIC TONS)                        OPEN INTEREST:       22,800
COMMITMENTS
   3,400    4,832      800   18,360   16,928   22,560   22,560      240      240

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        280)
     360      520      -80        0     -160      280      280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     21.2      3.5     80.5     74.2     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4       10        3        7        6       13       18                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
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 20,000 POUNDS)                         OPEN INTEREST:        5,710
COMMITMENTS
     230      819      434    4,294    3,698    4,958    4,951      752      759

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:         94)
     157       49       -3      -66      -11       88       35        6       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     14.3      7.6     75.2     64.8     86.8     86.7     13.2     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3       11        9       15       18       26       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
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:       27,289
COMMITMENTS
  13,717    9,686      838   10,175   12,598   24,730   23,122    2,559    4,167

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      2,241)
   1,320       53      185      502    2,311    2,007    2,549      234     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3     35.5      3.1     37.3     46.2     90.6     84.7      9.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      20       22       21       18       22       48       56                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
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 44,000 LBS.)                           OPEN INTEREST:        7,246
COMMITMENTS
   1,107    1,108      455    4,863    5,147    6,425    6,710      821      536

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:         78)
       5       56       18       55       52       78      126        0      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     15.3      6.3     67.1     71.0     88.7     92.6     11.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       7        7        7       20       17       32       26                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
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 40,000 POUNDS)                         OPEN INTEREST:      249,262
COMMITMENTS
  98,740   46,724   33,954   98,631  127,117  231,325  207,795   17,937   41,467

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -19,232)
 -10,730   -5,305   -5,473   -2,129   -6,351  -18,332  -17,129     -900   -2,103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.6     18.7     13.6     39.6     51.0     92.8     83.4      7.2     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
     101       81      109       56       90      220      240                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
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 40,000 POUNDS)                         OPEN INTEREST:      379,776
COMMITMENTS
 164,709   34,720   54,045  134,348  238,604  353,102  327,369   26,674   52,407

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -6,261)
 -11,441   -2,887      481    3,142   -1,631   -7,818   -4,037    1,557   -2,224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      9.1     14.2     35.4     62.8     93.0     86.2      7.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      436)
     144       78      130       95      176      309      338                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
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 110,000 BOARD FEET)                    OPEN INTEREST:        6,840
COMMITMENTS
   3,797    2,032      441      986    3,345    5,224    5,818    1,616    1,022

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        -61)
    -181       33       34      152      -60        5        7      -66      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     29.7      6.4     14.4     48.9     76.4     85.1     23.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      35       16        8       16       27       57       47                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
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 50,000 POUNDS)                         OPEN INTEREST:       56,497
COMMITMENTS
  28,302   13,713   10,320   10,763   14,690   49,385   38,723    7,112   17,774

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -5,503)
  -4,433   -1,985      -63     -980   -1,529   -5,476   -3,577      -27   -1,926

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     24.3     18.3     19.1     26.0     87.4     68.5     12.6     31.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      61       58       49       36       74      130      164                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
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 44,000 LBS.)                           OPEN INTEREST:        3,847
COMMITMENTS
     129    2,916       18    2,292      567    2,439    3,501    1,408      346

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        266)
       1      199       -6      158       88      153      281      113      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4     75.8      0.5     59.6     14.7     63.4     91.0     36.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        6        3       10        6       14       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
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 20,000 POUNDS)                         OPEN INTEREST:       25,868
COMMITMENTS
   1,348   13,192      753   23,301   10,400   25,402   24,345      466    1,523

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      2,526)
     179    1,337      124    2,250    1,077    2,553    2,538      -27      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.2     51.0      2.9     90.1     40.2     98.2     94.1      1.8      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      10       17       13       21       22       40       43                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
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 RUB 2,500,000)                         OPEN INTEREST:       42,903
COMMITMENTS
  15,934    1,601       44   24,869   39,992   40,847   41,637    2,056    1,266

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -4,121)
  -4,664   -3,211        0      310     -956   -4,354   -4,167      233       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1      3.7      0.1     58.0     93.2     95.2     97.0      4.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        3        1        7        8       21       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
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 CAD 100,000)                           OPEN INTEREST:      143,596
COMMITMENTS
  67,324   22,199    4,251   34,230   96,416  105,805  122,866   37,791   20,730

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -245)
  -3,149     -939        4     -927    3,294   -4,072    2,359    3,827   -2,604

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.9     15.5      3.0     23.8     67.1     73.7     85.6     26.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      42       16       15       18       26       64       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
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 CHF 125,000)                           OPEN INTEREST:       82,906
COMMITMENTS
  20,821   50,561      885   55,040    7,173   76,746   58,619    6,160   24,287

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      1,245)
   1,351    3,108     -264      722      166    1,809    3,010     -564   -1,765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.1     61.0      1.1     66.4      8.7     92.6     70.7      7.4     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      12       23        4       12        8       27       32                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
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 MXN 500,000)                           OPEN INTEREST:      179,530
COMMITMENTS
 110,044   29,658    2,147   61,109  144,095  173,300  175,900    6,230    3,630

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      1,791)
  17,083     -770      375  -16,299    3,016    1,159    2,621      632     -830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.3     16.5      1.2     34.0     80.3     96.5     98.0      3.5      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      141)
      59       44       11       17       24       78       77                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
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 GBP 62,500)                            OPEN INTEREST:      175,839
COMMITMENTS
  58,358   58,658   10,458   75,131   82,274  143,947  151,390   31,892   24,449

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -888)
   5,211      978   -1,039   -5,799      260   -1,627      199      739   -1,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.2     33.4      5.9     42.7     46.8     81.9     86.1     18.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      37       24       22       28       40       77       76                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
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 JPY 12,500,000)                        OPEN INTEREST:      261,019
COMMITMENTS
  44,382  166,984    8,251  191,725   44,944  244,358  220,179   16,661   40,840

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -22,609)
  -4,965  -18,362   -1,459  -15,488     -322  -21,912  -20,143     -697   -2,466

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     64.0      3.2     73.5     17.2     93.6     84.4      6.4     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      126)
      22       52       19       32       36       63       99                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
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 EUR 125,000)                           OPEN INTEREST:      465,307
COMMITMENTS
 195,909  100,472   21,064  175,054  292,129  392,027  413,665   73,280   51,642

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -2,535)
  -4,114  -14,965      184    1,430   16,320   -2,500    1,539      -35   -4,074

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.1     21.6      4.5     37.6     62.8     84.3     88.9     15.7     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      244)
      99       54       38       64       64      174      145                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
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 EUR 125,000)                           OPEN INTEREST:       36,717
COMMITMENTS
  12,863    5,358      858   10,588   27,278   24,309   33,494   12,408    3,223

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      1,022)
   1,379      451      -16      -37      225    1,326      660     -304      362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     14.6      2.3     28.8     74.3     66.2     91.2     33.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        7        5       10        6       23       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
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 BRL 100,000)                           OPEN INTEREST:       22,772
COMMITMENTS
  13,395    5,201      162    7,599   16,859   21,156   22,222    1,616      550

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -1,491)
  -1,384       49      137      -11   -1,077   -1,258     -891     -233     -600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     22.8      0.7     33.4     74.0     92.9     97.6      7.1      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      13       12        4        5        6       20       20                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
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 NZD 100,000)                           OPEN INTEREST:       59,737
COMMITMENTS
  22,489   35,883      773   33,075   16,825   56,337   53,481    3,400    6,256

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      6,047)
   4,343    5,846     -448    2,005      158    5,900    5,556      147      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     60.1      1.3     55.4     28.2     94.3     89.5      5.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      24       44        7       16       10       41       60                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
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 ZAR 500,000)                           OPEN INTEREST:       22,857
COMMITMENTS
  14,156    3,944       32    7,740   17,409   21,928   21,385      929    1,472

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        538)
     -27     -323       22      378      750      373      449      165       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9     17.3      0.1     33.9     76.2     95.9     93.6      4.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      13        7        1        5        6       18       14                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
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 $1,000,000)                            OPEN INTEREST:   13,502,048
COMMITMENTS
 799,874  3534568  2567736  9629499  6205710 12997109 12308014  504,939  1194034

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    379,224)
 -55,878  -42,833  169,074  284,844  255,858  398,040  382,099  -18,816   -2,875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     26.2     19.0     71.3     46.0     96.3     91.2      3.7      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      50      109      117      117      132      244      297                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      738,955
COMMITMENTS
 116,467   93,947   28,202  503,006  525,864  647,675  648,013   91,280   90,942

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     18,320)
  -5,324    2,524      418   16,603   11,840   11,697   14,782    6,623    3,539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     12.7      3.8     68.1     71.2     87.6     87.7     12.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
     146      133       80      232      246      406      431                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       73,031
COMMITMENTS
   6,405    8,735      600   45,295   35,948   52,300   45,283   20,731   27,748

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      5,122)
  -1,665      507      399    3,942      -84    2,676      822    2,446    4,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     12.0      0.8     62.0     49.2     71.6     62.0     28.4     38.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
       6        9        1       19       20       26       29                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
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 S&P Select Sector Consumer Stapl             OPEN INTEREST:       22,258
COMMITMENTS
       0      268        0   20,650   19,956   20,650   20,224    1,608    2,034

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      1,346)
       0        0        0    1,235      -40    1,235      -40      111    1,386

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     92.8     89.7     92.8     90.9      7.2      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       11       11       12                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,329,620
COMMITMENTS
 596,889  472,642   91,428  2288556  2449581  2976873  3013651  352,747  315,969

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     65,991)
 -17,180   11,199   -1,021   63,306   59,620   45,105   69,798   20,886   -3,807

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     14.2      2.7     68.7     73.6     89.4     90.5     10.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
     144      134       76      225      241      395      425                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       30,472
COMMITMENTS
  13,075      330        0   14,699   29,553   27,774   29,883    2,698      589

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        192)
     201        0        0      -57      228      144      228       48      -36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9      1.1      0.0     48.2     97.0     91.1     98.1      8.9      1.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        1        0       10       10       19       11                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
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 S&P Select Sector Utilities Inde             OPEN INTEREST:       22,608
COMMITMENTS
     678    1,188        0   19,966   20,555   20,644   21,743    1,964      865

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -392)
     152     -268        0     -687     -106     -535     -374      143      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      5.3      0.0     88.3     90.9     91.3     96.2      8.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       12       11       13       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       94,496
COMMITMENTS
  27,064    3,551      801   52,814   86,749   80,679   91,101   13,817    3,395

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        934)
      66      -31      412     -159      943      319    1,324      615     -390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      3.8      0.8     55.9     91.8     85.4     96.4     14.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      18        7        6       42       44       60       57                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,925
COMMITMENTS
  18,611   15,474    2,242   30,938   33,654   51,791   51,370    7,134    7,555

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      1,664)
  -1,820      561      494    2,776      876    1,449    1,930      215     -266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     26.3      3.8     52.5     57.1     87.9     87.2     12.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      76       80       19       73       80      158      170                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      294,625
COMMITMENTS
  93,056   77,371   11,210  154,688  168,269  258,954  256,850   35,671   37,775

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      8,321)
  -9,101    2,803    2,469   13,879    4,379    7,247    9,651    1,074   -1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     26.3      3.8     52.5     57.1     87.9     87.2     12.1     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      76       80       19       73       80      158      170                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
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 AUD 100,000)                           OPEN INTEREST:      132,975
COMMITMENTS
  78,134   38,317    2,996   27,595   64,409  108,725  105,722   24,250   27,253

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      6,878)
   4,979    9,194      -51    4,068   -4,021    8,996    5,122   -2,118    1,756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     28.8      2.3     20.8     48.4     81.8     79.5     18.2     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      34       25       18       17       23       56       61                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      554,480
COMMITMENTS
 149,198  153,199   10,292  373,946  377,350  533,436  540,841   21,044   13,639

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     13,464)
  -4,200    3,054      295   17,851    8,453   13,946   11,802     -482    1,662

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.9     27.6      1.9     67.4     68.1     96.2     97.5      3.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      307)
      68       53       24      117      112      195      179                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,332
COMMITMENTS
  17,733   11,657      152   15,232   26,741   33,117   38,550    9,215    3,782

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        893)
     591      765      -19     -358      102      214      848      679       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.9     27.5      0.4     36.0     63.2     78.2     91.1     21.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      19       10        3       16       13       36       25                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       61,626
COMMITMENTS
  16,636   22,369      872   34,027   27,078   51,535   50,319   10,091   11,307

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      3,024)
   2,636    1,195     -316      738    1,625    3,058    2,504      -34      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.0     36.3      1.4     55.2     43.9     83.6     81.7     16.4     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      26       23        5       31       23       61       47                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 11/21/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:       99,064
COMMITMENTS
  10,020    5,312   26,959   62,041   66,791   99,020   99,062       44        2

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -1,691)
    -350       40     -690     -671   -1,041   -1,711   -1,691       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      5.4     27.2     62.6     67.4    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       6        2        2       14       14       22       16                  



Updated November 24, 2017