WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   697,047:   150,568    231,602    240,173    257,535    176,138    648,276    647,913:    48,771     49,134
Old  :   554,860:   135,282    219,043    177,460    202,032    121,645    514,774    518,148:    40,086     36,712
Other:   142,187:    44,009     41,282     33,989     55,504     54,493    133,502    129,764:     8,685     12,423
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    -6,991:     2,760      2,588     -4,978     -4,665     -4,459     -6,883     -6,849:      -108       -141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.6       33.2       34.5       36.9       25.3       93.0       93.0:       7.0        7.0
Old  :     100.0:      24.4       39.5       32.0       36.4       21.9       92.8       93.4:       7.2        6.6
Other:     100.0:      31.0       29.0       23.9       39.0       38.3       93.9       91.3:       6.1        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       453:       130        168        173        110        113        354        357:
Old  :       435:       141        149        154        109        109        335        337:
Other:       230:        54         77         60         55         77        147        180:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.0        8.3       21.2       14.7        9.7        6.3       14.5       11.3
Old  :                 14.9        8.9       23.3       16.6       12.3        7.7       17.5       14.0
Other:                 22.6       17.5       35.7       28.6       20.5       14.4       30.0       23.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   332,484:    97,813    106,738     59,877    147,872    140,902    305,562    307,518:    26,922     24,966
Old  :   270,376:    95,179    106,378     40,080    112,770    106,631    248,028    253,089:    22,347     17,287
Other:    62,108:    14,419     12,145      8,012     35,102     34,272     57,534     54,429:     4,575      7,679
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :     1,082:    -2,803      6,806     -1,969      4,176     -3,822       -596      1,015:     1,678         68
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.4       32.1       18.0       44.5       42.4       91.9       92.5:       8.1        7.5
Old  :     100.0:      35.2       39.3       14.8       41.7       39.4       91.7       93.6:       8.3        6.4
Other:     100.0:      23.2       19.6       12.9       56.5       55.2       92.6       87.6:       7.4       12.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        97         71         85        100         83        232        211:
Old  :       289:        93         72         68         96         74        221        186:
Other:       159:        36         43         41         47         54        109        114:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       19.2       27.5       29.1       13.7       15.3       20.7       23.8
Old  :                 21.1       23.5       30.0       34.1       21.0       22.9       29.1       33.2
Other:                 30.7       33.4       41.4       47.3       30.6       33.0       41.2       45.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,082,562:   346,461    494,749    563,156    921,127    785,967  1,830,744  1,843,872:   251,818    238,690
Old  : 1,871,898:   332,584    491,398    491,974    809,006    685,310  1,633,564  1,668,683:   238,333    203,215
Other:   210,664:    51,168     40,642     33,891    112,121    100,656    197,180    175,189:    13,485     35,475
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :   -45,273:     5,070    -13,477    -11,286    -32,198     -2,461    -38,414    -27,224:    -6,858    -18,049
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       23.8       27.0       44.2       37.7       87.9       88.5:      12.1       11.5
Old  :     100.0:      17.8       26.3       26.3       43.2       36.6       87.3       89.1:      12.7       10.9
Other:     100.0:      24.3       19.3       16.1       53.2       47.8       93.6       83.2:       6.4       16.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       831:       215        185        224        366        352        693        665:
Old  :       826:       216        185        214        364        340        684        646:
Other:       436:        66         70         60        100        260        200        361:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.4        9.7       15.7       15.5        6.4        7.7       10.9       11.7
Old  :                  9.7       10.6       15.9       17.0        7.4        8.8       11.6       13.2
Other:                 25.8       20.5       39.2       32.2       25.1       19.5       36.8       29.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     8,910:     3,310        284      1,241      1,961      6,200      6,512      7,726:     2,398      1,184
Old  :     8,830:     3,308        284      1,236      1,919      6,183      6,463      7,704:     2,367      1,126
Other:        80:         7          5          0         42         17         49         22:        31         58
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :      -524:        12        131       -354       -221       -334       -562       -556:        39         33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.1        3.2       13.9       22.0       69.6       73.1       86.7:      26.9       13.3
Old  :     100.0:      37.5        3.2       14.0       21.7       70.0       73.2       87.2:      26.8       12.8
Other:     100.0:       8.7        6.4        0.0       52.4       21.2       61.1       27.6:      38.9       72.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        18          7         10         11         11         35         22:
Old  :        40:        18          7         10         11         11         35         22:
Other:         7:         1          1          0          2          3          3          4:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.6       53.5       44.5       67.6       32.2       52.4       41.6       63.8
Old  :                 32.4       53.8       44.4       68.1       32.0       52.7       41.4       64.1
Other:                 61.1       27.6       61.1       27.6       61.1       27.6       61.1       27.6
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   833,552:   142,719    108,692    211,802    418,897    421,297    773,418    741,792:    60,134     91,760
Old  :   762,339:   137,096    103,320    191,334    378,340    385,944    706,770    680,598:    55,569     81,741
Other:    71,213:    16,106     15,855      9,985     40,557     35,353     66,648     61,194:     4,565     10,019
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :     8,801:   -11,553     -9,098      3,800     13,237     16,778      5,485     11,480:     3,317     -2,679
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       13.0       25.4       50.3       50.5       92.8       89.0:       7.2       11.0
Old  :     100.0:      18.0       13.6       25.1       49.6       50.6       92.7       89.3:       7.3       10.7
Other:     100.0:      22.6       22.3       14.0       57.0       49.6       93.6       85.9:       6.4       14.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       622:       153        180        241        197        225        496        529:
Old  :       614:       150        182        238        193        220        486        522:
Other:       284:        52         65         51         64        136        142        231:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.9       12.6       21.0       19.3       12.5        9.6       17.4       14.6
Old  :                 14.8       12.7       21.1       19.0       13.6       10.2       18.8       15.5
Other:                 34.8       34.1       44.9       44.0       34.7       32.0       44.8       40.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   515,462:   121,223     55,430    136,407    223,170    295,218    480,799    487,054:    34,662     28,407
Old  :   472,002:   111,424     60,594    122,101    206,318    262,972    439,843    445,667:    32,160     26,335
Other:    43,459:    19,349      4,386      4,756     16,852     32,245     40,957     41,387:     2,502      2,072
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :     7,223:    -2,796      1,677        648     10,466      3,331      8,318      5,656:    -1,095      1,567
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       10.8       26.5       43.3       57.3       93.3       94.5:       6.7        5.5
Old  :     100.0:      23.6       12.8       25.9       43.7       55.7       93.2       94.4:       6.8        5.6
Other:     100.0:      44.5       10.1       10.9       38.8       74.2       94.2       95.2:       5.8        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        97         76        120         86         85        256        235:
Old  :       309:        99         79        117         85         84        252        233:
Other:        87:        24         19         21         27         21         65         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.9       29.1       20.7       35.7       10.1       25.0       15.3       29.9
Old  :                 13.9       27.5       20.8       33.6       10.4       24.6       16.5       29.8
Other:                 34.2       63.3       51.9       75.1       31.5       62.3       49.1       71.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   964,498:   174,660    112,091    106,628    495,207    558,805    776,495    777,524:   188,002    186,973
Old  :   964,498:   174,660    112,091    106,628    495,207    558,805    776,495    777,524:   188,002    186,973
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    54,621:    10,074     -7,325     18,418      2,884     37,560     31,376     48,653:    23,244      5,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       11.6       11.1       51.3       57.9       80.5       80.6:      19.5       19.4
Old  :     100.0:      18.1       11.6       11.1       51.3       57.9       80.5       80.6:      19.5       19.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       170:        34         40         44         77         81        137        139:
Old  :       170:        34         40         44         77         81        137        139:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.7       19.7       28.9       34.8       14.0       15.5       19.6       23.6
Old  :                 18.7       19.7       28.9       34.8       14.0       15.5       19.6       23.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   968,142:    50,647    152,319     31,758    756,714    681,095    839,120    865,172:   129,023    102,971
Old  :   968,142:    50,647    152,319     31,758    756,714    681,095    839,120    865,172:   129,023    102,971
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    35,065:    -1,252     -1,896     -4,262     29,923     35,109     24,409     28,951:    10,656      6,114
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.2       15.7        3.3       78.2       70.4       86.7       89.4:      13.3       10.6
Old  :     100.0:       5.2       15.7        3.3       78.2       70.4       86.7       89.4:      13.3       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       117:        14         11         16         68         72         93         90:
Old  :       117:        14         11         16         68         72         93         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.5       37.4       37.5       52.2       17.0       35.7       26.1       43.8
Old  :                 23.5       37.4       37.5       52.2       17.0       35.7       26.1       43.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,998:       893        535        372        393        833      1,658      1,740:       340        258
Old  :     1,998:       893        535        372        393        833      1,658      1,740:       340        258
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :      -166:      -139       -195          5         46        -80        -88       -270:       -78        104
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7       26.8       18.6       19.7       41.7       83.0       87.1:      17.0       12.9
Old  :     100.0:      44.7       26.8       18.6       19.7       41.7       83.0       87.1:      17.0       12.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        12          5          9          7          7         24         19:
Old  :        30:        12          5          9          7          7         24         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.4       46.7       56.3       64.7       36.3       44.7       45.4       58.8
Old  :                 41.4       46.7       56.3       64.7       36.3       44.7       45.4       58.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   442,489:    87,358     44,155     86,532    223,298    279,500    397,188    410,187:    45,301     32,302
Old  :   401,610:    83,362     46,139     76,871    198,788    248,372    359,021    371,382:    42,589     30,228
Other:    40,879:     8,467      2,487      5,190     24,510     31,128     38,167     38,805:     2,712      2,074
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :     4,996:     2,844     -6,510      2,490         86     13,862      5,419      9,842:      -423     -4,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       10.0       19.6       50.5       63.2       89.8       92.7:      10.2        7.3
Old  :     100.0:      20.8       11.5       19.1       49.5       61.8       89.4       92.5:      10.6        7.5
Other:     100.0:      20.7        6.1       12.7       60.0       76.1       93.4       94.9:       6.6        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        79         63         96        108        101        238        221:
Old  :       279:        78         66         94        107         99        235        218:
Other:        96:        20         15         22         37         36         68         65:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.9       28.0       20.9       34.5       12.3       25.2       17.6       30.4
Old  :                 14.4       27.4       21.4       34.0       12.9       24.8       18.2       30.6
Other:                 30.8       45.8       52.0       61.2       30.7       39.2       47.8       49.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,887:     1,184      2,698      1,161      7,936      6,646     10,281     10,505:     1,607      1,383
Old  :    11,875:     1,180      2,698      1,161      7,935      6,635     10,276     10,494:     1,600      1,382
Other:        12:         4          0          0          1         11          5         11:         7          1
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :       -47:       128       -574        -65         26        621         89        -19:      -136        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0       22.7        9.8       66.8       55.9       86.5       88.4:      13.5       11.6
Old  :     100.0:       9.9       22.7        9.8       66.8       55.9       86.5       88.4:      13.5       11.6
Other:     100.0:      33.3        0.0        0.0        8.3       91.7       41.7       91.7:      58.3        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        14         17         13         21         16         40         42:
Old  :        59:        14         17         13         21         16         40         42:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.9       39.9       58.4       53.4       47.5       35.9       54.9       47.1
Old  :                 48.0       39.9       58.5       53.4       47.6       35.8       55.0       47.1
Other:                 41.7       91.7       41.7       91.7       41.7       91.7       41.7       91.7
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,206,843:   355,019    596,841    223,800  1,491,924  1,198,619  2,070,742  2,019,259:   136,100    187,583
Old  : 2,206,843:   355,019    596,841    223,800  1,491,924  1,198,619  2,070,742  2,019,259:   136,100    187,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :   162,002:    35,767     68,781     56,637     56,077     27,474    148,481    152,892:    13,521      9,110
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       27.0       10.1       67.6       54.3       93.8       91.5:       6.2        8.5
Old  :     100.0:      16.1       27.0       10.1       67.6       54.3       93.8       91.5:       6.2        8.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       303:        60         67         53        132        127        220        220:
Old  :       303:        60         67         53        132        127        220        220:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.6       24.6       28.6       35.8       15.3       21.8       24.3       30.5
Old  :                 17.6       24.6       28.6       35.8       15.3       21.8       24.3       30.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,260,432:   845,006    700,654    554,866  2,516,277  2,423,058  3,916,150  3,678,578:   344,283    581,854
Old  : 4,260,432:   845,006    700,654    554,866  2,516,277  2,423,058  3,916,150  3,678,578:   344,283    581,854
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :   194,427:    68,852      9,253     40,006     80,646    123,253    189,504    172,512:     4,924     21,915
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.8       16.4       13.0       59.1       56.9       91.9       86.3:       8.1       13.7
Old  :     100.0:      19.8       16.4       13.0       59.1       56.9       91.9       86.3:       8.1       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       435:        84        106        112        187        214        334        370:
Old  :       435:        84        106        112        187        214        334        370:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.9       11.7       30.6       19.2       18.3        8.5       25.4       12.8
Old  :                 20.9       11.7       30.6       19.2       18.3        8.5       25.4       12.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   455,450:    61,716     66,789     11,594    290,511    210,168    363,821    288,551:    91,628    166,899
Old  :   455,450:    61,716     66,789     11,594    290,511    210,168    363,821    288,551:    91,628    166,899
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    18,114:     8,834     -2,883      3,978      4,706     -2,298     17,518     -1,203:       596     19,317
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.6       14.7        2.5       63.8       46.1       79.9       63.4:      20.1       36.6
Old  :     100.0:      13.6       14.7        2.5       63.8       46.1       79.9       63.4:      20.1       36.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        77:        10         10         11         44         45         60         60:
Old  :        77:        10         10         11         44         45         60         60:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.1       19.5       43.2       28.2       32.6       18.3       41.9       26.1
Old  :                 33.1       19.5       43.2       28.2       32.6       18.3       41.9       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,783,612:   621,456    925,081    393,488  2,478,447  1,999,830  3,493,391  3,318,399:   290,221    465,213
Old  : 3,783,612:   621,456    925,081    393,488  2,478,447  1,999,830  3,493,391  3,318,399:   290,221    465,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :   300,635:   -50,985     21,480    111,650    216,263    129,741    276,927    262,871:    23,708     37,764
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       24.4       10.4       65.5       52.9       92.3       87.7:       7.7       12.3
Old  :     100.0:      16.4       24.4       10.4       65.5       52.9       92.3       87.7:       7.7       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:        60         78         73        139        158        239        269:
Old  :       327:        60         78         73        139        158        239        269:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       14.8       37.4       25.4       22.3       12.4       31.3       18.5
Old  :                 26.6       14.8       37.4       25.4       22.3       12.4       31.3       18.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,453,379:    61,603    162,479    349,095  1,008,871    882,312  1,419,569  1,393,886:    33,810     59,493
Old  : 1,453,379:    61,603    162,479    349,095  1,008,871    882,312  1,419,569  1,393,886:    33,810     59,493
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    46,228:   -14,234    -18,401     37,026     22,262     32,965     45,055     51,591:     1,173     -5,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       11.2       24.0       69.4       60.7       97.7       95.9:       2.3        4.1
Old  :     100.0:       4.2       11.2       24.0       69.4       60.7       97.7       95.9:       2.3        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       156:        19         56         51         63         72        118        145:
Old  :       156:        19         56         51         63         72        118        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.6       22.3       48.3       33.0       23.2        9.8       28.4       15.3
Old  :                 33.6       22.3       48.3       33.0       23.2        9.8       28.4       15.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    79,025:    42,408      6,138      4,599     19,905     59,066     66,912     69,803:    12,113      9,222
Old  :    79,025:    42,408      6,138      4,599     19,905     59,066     66,912     69,803:    12,113      9,222
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    -1,346:    -2,932      1,308      1,496        711     -3,771       -725       -968:      -621       -379
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7        7.8        5.8       25.2       74.7       84.7       88.3:      15.3       11.7
Old  :     100.0:      53.7        7.8        5.8       25.2       74.7       84.7       88.3:      15.3       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        55         18         10         30         33         88         58:
Old  :       124:        55         18         10         30         33         88         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       38.1       34.8       55.8       20.2       36.8       30.9       54.4
Old  :                 22.0       38.1       34.8       55.8       20.2       36.8       30.9       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   158,049:    84,815     12,276      9,198     39,810    118,131    133,823    139,605:    24,226     18,444
Old  :   158,049:    84,815     12,276      9,198     39,810    118,131    133,823    139,605:    24,226     18,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    -2,693:    -5,865      2,615      2,992      1,422     -7,543     -1,451     -1,935:    -1,242       -758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7        7.8        5.8       25.2       74.7       84.7       88.3:      15.3       11.7
Old  :     100.0:      53.7        7.8        5.8       25.2       74.7       84.7       88.3:      15.3       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        55         18         10         30         33         88         58:
Old  :       124:        55         18         10         30         33         88         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       38.1       34.8       55.8       20.2       36.8       30.9       54.4
Old  :                 22.0       38.1       34.8       55.8       20.2       36.8       30.9       54.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    87,596:    72,930     87,342        251     14,304          0     87,485     87,593:       111          3
Old  :    87,596:    72,930     87,342        251     14,304          0     87,485     87,593:       111          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :    -7,409:    -7,583     -7,399        166         37          0     -7,380     -7,233:       -29       -176
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      83.3       99.7        0.3       16.3        0.0       99.9      100.0:       0.1        0.0
Old  :     100.0:      83.3       99.7        0.3       16.3        0.0       99.9      100.0:       0.1        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        38:        27          9          2          2          0         30         10:
Old  :        38:        27          9          2          2          0         30         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.7       94.4       92.2       99.7       74.5       94.4       92.0       99.6
Old  :                 74.7       94.4       92.2       99.7       74.5       94.4       92.0       99.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    28,112:    13,580      6,005          5     14,505     21,965     28,090     27,975:        22        137
Old  :    28,112:    13,580      6,005          5     14,505     21,965     28,090     27,975:        22        137
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :      -745:      -524        801          0       -200     -1,575       -724       -774:       -21         29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.3       21.4        0.0       51.6       78.1       99.9       99.5:       0.1        0.5
Old  :     100.0:      48.3       21.4        0.0       51.6       78.1       99.9       99.5:       0.1        0.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        11         14          1          7         19         18         34:
Old  :        49:        11         14          1          7         19         18         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.7       36.6       93.9       62.8       78.7       36.6       93.8       62.8
Old  :                 78.7       36.6       93.9       62.8       78.7       36.6       93.8       62.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 21, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    24,064:    21,118      5,716        357      2,537     17,886     24,012     23,959:        52        105
Old  :    24,064:    21,118      5,716        357      2,537     17,886     24,012     23,959:        52        105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 14, 2017                    :
     :       478:        81        476        -24        428         34        485        486:        -7         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.8       23.8        1.5       10.5       74.3       99.8       99.6:       0.2        0.4
Old  :     100.0:      87.8       23.8        1.5       10.5       74.3       99.8       99.6:       0.2        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:         4         15          1          3         12          8         27:
Old  :        33:         4         15          1          3         12          8         27:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.8       52.8       99.8       76.1       96.2       52.8       96.6       76.1
Old  :                 96.8       52.8       99.8       76.1       96.2       52.8       96.6       76.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 24, 2017