WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      569,478
COMMITMENTS
 164,198  243,244  128,055  232,008  150,404  524,261  521,703   45,217   47,775

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      5,352)
    -241    7,562      406    7,962   -3,442    8,127    4,526   -2,775      826

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8     42.7     22.5     40.7     26.4     92.1     91.6      7.9      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      445)
     137      140      139      110      111      330      332                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      331,038
COMMITMENTS
 103,094  108,742   58,125  142,049  134,924  303,268  301,791   27,770   29,247

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      9,520)
   2,738    4,056    5,279   -2,273   -3,547    5,744    5,788    3,776    3,732

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     32.8     17.6     42.9     40.8     91.6     91.2      8.4      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      82       68       75       96       80      215      195                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,623,655
COMMITMENTS
 392,039  479,039  284,266  745,721  670,866  1422026  1434171  201,629  189,484

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     30,238)
  15,166   10,407   12,588    3,009    9,364   30,763   32,359     -525   -2,121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1     29.5     17.5     45.9     41.3     87.6     88.3     12.4     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      775)
     183      167      187      299      316      587      597                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,884
COMMITMENTS
   3,072      625      659    1,853    5,691    5,584    6,975    2,300      909

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:         64)
     344     -100     -210      -19      258      115      -52      -51      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0      7.9      8.4     23.5     72.2     70.8     88.5     29.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      16        6        6        8       12       28       21                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      687,514
COMMITMENTS
 169,849   99,035  115,139  350,849  388,324  635,837  602,498   51,677   85,016

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     22,057)
   4,305    1,363    5,749    8,316   14,153   18,370   21,265    3,687      792

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     14.4     16.7     51.0     56.5     92.5     87.6      7.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      565)
     155      119      166      154      204      400      439                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      469,380
COMMITMENTS
 125,655   51,912  120,168  188,874  270,034  434,697  442,114   34,683   27,266

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     17,416)
   4,377    2,297   10,956    1,400    2,611   16,733   15,864      683    1,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8     11.1     25.6     40.2     57.5     92.6     94.2      7.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
     101       71      123       77       75      253      231                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      764,307
COMMITMENTS
 176,664  137,299   17,831  412,636  444,152  607,131  599,282  157,176  165,025

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     27,352)
  24,543   -2,149   -1,150   -3,721   32,290   19,672   28,991    7,680   -1,639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     18.0      2.3     54.0     58.1     79.4     78.4     20.6     21.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      175)
      43       33       27       73       71      127      120                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      896,672
COMMITMENTS
  49,412  160,287   23,422  701,788  614,353  774,622  798,062  122,050   98,610

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     12,370)
     714    7,482    3,961   -2,701    8,794    1,974   20,237   10,396   -7,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.5     17.9      2.6     78.3     68.5     86.4     89.0     13.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      15       13       14       72       70       96       89                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,186
COMMITMENTS
   1,225      993      314      304      690    1,843    1,997      343      189

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        369)
     109     -108      130       93      433      332      455       37      -86

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.0     45.4     14.4     13.9     31.6     84.3     91.4     15.7      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        4        7        8       10       24       20                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      390,046
COMMITMENTS
  87,376   48,651   61,707  199,203  246,397  348,286  356,755   41,760   33,291

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,818)
    -193   -1,114   -2,692    1,005    1,654   -1,880   -2,152       62      334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4     12.5     15.8     51.1     63.2     89.3     91.5     10.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      257)
      74       52       81       94       87      208      196                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,263
COMMITMENTS
   1,794    2,871      189    6,545    5,887    8,528    8,947    1,735    1,316

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        137)
      52      808       22       68     -596      142      234       -5      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     28.0      1.8     63.8     57.4     83.1     87.2     16.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       18        6       15       13       35       34                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,803,201
COMMITMENTS
 340,408  515,313   73,330  1268643  1043614  1682381  1632257  120,820  170,944

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    151,007)
  86,677   21,866   16,726   41,660  101,512  145,063  140,104    5,944   10,903

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     28.6      4.1     70.4     57.9     93.3     90.5      6.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      53       64       38      120      122      194      205                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,191,098
COMMITMENTS
 699,411  649,348  164,201  2023629  1827916  2887241  2641465  303,857  549,633

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -44,986)
 -20,162  -67,501   12,704  -44,583   14,777  -52,041  -40,020    7,055   -4,966

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9     20.3      5.1     63.4     57.3     90.5     82.8      9.5     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      413)
      73      102       64      152      195      261      325                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      431,536
COMMITMENTS
  54,607   59,359    5,929  285,155  222,744  345,691  288,032   85,845  143,504

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -3,529)
  -4,794   -5,462     -662   -3,995    4,462   -9,451   -1,662    5,922   -1,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7     13.8      1.4     66.1     51.6     80.1     66.7     19.9     33.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      11        8        5       43       44       57       54                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,150,570
COMMITMENTS
 540,710  870,915  139,087  2221553  1721860  2901350  2731862  249,220  418,708

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     85,954)
 172,778   33,138   27,609 -119,967   30,686   80,420   91,433    5,534   -5,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     27.6      4.4     70.5     54.7     92.1     86.7      7.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      312)
      48       77       46      131      152      211      243                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,369,464
COMMITMENTS
  74,225  168,286  302,639  954,326  821,784  1331190  1292709   38,274   76,755

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:   -215,635)
 -62,180    2,022  -18,593 -135,117 -199,487 -215,890 -216,058      255      423

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4     12.3     22.1     69.7     60.0     97.2     94.4      2.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      145)
      18       48       44       60       71      109      134                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       78,121
COMMITMENTS
  45,149    7,105    2,432   18,414   59,307   65,995   68,844   12,126    9,277

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,859)
  -3,292     -885       59      979   -1,016   -2,255   -1,843      396      -16

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8      9.1      3.1     23.6     75.9     84.5     88.1     15.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      47       21        9       25       31       77       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      156,241
COMMITMENTS
  90,298   14,210    4,864   36,828  118,614  131,990  137,688   24,251   18,553

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -3,717)
  -6,584   -1,770      117    1,958   -2,032   -4,509   -3,685      792      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.8      9.1      3.1     23.6     75.9     84.5     88.1     15.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      47       21        9       25       31       77       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       94,904
COMMITMENTS
  80,388   94,802       85   14,312        0   94,785   94,887      119       17

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     20,512)
  20,827   20,513        0     -336        0   20,491   20,513       21       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    84.7     99.9      0.1     15.1      0.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
      27       12        1        2        0       30       12                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       29,219
COMMITMENTS
  14,350    5,152        5   14,835   23,928   29,190   29,085       29      134

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        269)
    -140     -287        0      411      571      271      284       -2      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     17.6      0.0     50.8     81.9     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
      10       13        1        7       19       17       33                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,610
COMMITMENTS
  21,656    6,386      360    2,554   17,752   24,570   24,498       40      112

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      1,716)
   1,298    1,353        0      409      383    1,707    1,736        9      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    88.0     25.9      1.5     10.4     72.1     99.8     99.5      0.2      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9       10        1        4       12       13       23                  



Updated November 10, 2017