WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      518,578
COMMITMENTS
 167,175  249,464   99,645  206,405  123,393  473,225  472,502   45,353   46,076

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:    -28,057)
  -5,281   10,183  -16,302   -7,635  -21,351  -29,218  -27,470    1,161     -587

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     48.1     19.2     39.8     23.8     91.3     91.1      8.7      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      446)
     139      153      130       97       99      313      324                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      314,879
COMMITMENTS
 101,750  111,866   45,742  142,817  133,997  290,309  291,605   24,570   23,274

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     -3,614)
    -270    5,236   -2,751      313   -5,286   -2,708   -2,801     -906     -813

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     35.5     14.5     45.4     42.6     92.2     92.6      7.8      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      86       73       68       87       75      200      195                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,573,236
COMMITMENTS
 388,960  480,812  246,197  742,064  658,760  1377221  1385769  196,015  187,467

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:   -108,217)
 -34,925  -35,710  -22,878  -45,946  -43,012 -103,749 -101,600   -4,468   -6,617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     30.6     15.6     47.2     41.9     87.5     88.1     12.5     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      750)
     177      154      155      301      319      559      570                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        7,013
COMMITMENTS
   3,157      280      205    1,484    5,685    4,846    6,170    2,167      843

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -818)
    -142     -381     -125     -400      -25     -667     -531     -151     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.0      4.0      2.9     21.2     81.1     69.1     88.0     30.9     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      13        5        4        6       12       22       18                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      733,424
COMMITMENTS
 163,453  100,580  129,217  389,464  414,982  682,134  644,779   51,290   88,645

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     13,489)
   2,009   -8,621    3,107    8,008   14,074   13,124    8,560      365    4,929

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.3     13.7     17.6     53.1     56.6     93.0     87.9      7.0     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      573)
     153      133      175      161      211      407      462                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      459,803
COMMITMENTS
 122,218   69,981  100,400  205,500  260,555  428,118  430,936   31,685   28,867

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:    -21,348)
  -6,719   12,755  -10,484   -1,862  -24,868  -19,065  -22,597   -2,283    1,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.6     15.2     21.8     44.7     56.7     93.1     93.7      6.9      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
     102       75      104       87       73      248      215                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      832,485
COMMITMENTS
 181,453  117,485   30,199  431,154  502,356  642,806  650,040  189,679  182,445

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:    -12,577)
  -1,439   -5,702   -6,369  -15,844  -11,216  -23,652  -23,287   11,075   10,710

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.8     14.1      3.6     51.8     60.3     77.2     78.1     22.8     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      34       32       25       62       73      108      119                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      954,762
COMMITMENTS
  50,807  147,760   43,393  700,353  649,300  794,553  840,453  160,209  114,309

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:    -12,744)
     160   -4,567   11,643  -55,899  -31,679  -44,096  -24,603   31,352   11,859

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     15.5      4.5     73.4     68.0     83.2     88.0     16.8     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      16       11       20       68       72       97       93                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,820
COMMITMENTS
     787      622      166      493      782    1,446    1,570      374      250

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -178)
    -106       87     -206      100      -51     -212     -170       34       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     34.2      9.1     27.1     43.0     79.5     86.3     20.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      12        6        7        8        7       24       18                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      413,121
COMMITMENTS
 110,625   39,370   61,778  199,199  282,790  371,602  383,938   41,519   29,183

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      7,392)
  16,249   -6,063    1,919  -10,288   12,866    7,880    8,722     -488   -1,330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.8      9.5     15.0     48.2     68.5     89.9     92.9     10.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      78       58       83       95       93      223      202                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       10,054
COMMITMENTS
   1,620    2,356      235    6,569    6,137    8,424    8,728    1,630    1,326

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -338)
     -49     -125       39     -402     -212     -412     -298       74      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1     23.4      2.3     65.3     61.0     83.8     86.8     16.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       16        6       18       14       36       33                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,847,248
COMMITMENTS
 341,427  587,860   82,306  1279779  1005491  1703512  1675657  143,736  171,591

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:   -145,085)
 -30,123  -10,984  -13,662 -109,896 -106,624 -153,681 -131,270    8,596  -13,815

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     31.8      4.5     69.3     54.4     92.2     90.7      7.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      57       70       50      127      119      210      213                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,692,041
COMMITMENTS
 844,279  720,343  177,606  2178069  2091433  3199954  2989382  492,087  702,659

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     89,640)
 -18,889  -31,745  -24,430  -38,481   -7,664  -81,800  -63,839  171,440  153,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9     19.5      4.8     59.0     56.6     86.7     81.0     13.3     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      399)
      70      103       71      153      186      268      316                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      485,745
COMMITMENTS
  58,922   80,775   10,646  318,036  225,938  387,604  317,359   98,141  168,386

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     30,297)
  -2,793   13,986     -948   27,525   15,770   23,784   28,808    6,513    1,489

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     16.6      2.2     65.5     46.5     79.8     65.3     20.2     34.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      10       12       10       47       46       63       62                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,389,401
COMMITMENTS
 623,468  885,221  214,618  2206840  1780370  3044926  2880209  344,475  509,192

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:   -118,710)
   2,732  -46,783  -17,779 -167,766 -109,727 -182,813 -174,289   64,103   55,579

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.4     26.1      6.3     65.1     52.5     89.8     85.0     10.2     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      55       78       53      131      148      220      245                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,520,162
COMMITMENTS
  69,732  159,620  350,678  1064584  949,423  1484994  1459721   35,168   60,441

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     66,964)
   8,127   -2,883    1,615   55,862   67,280   65,604   66,012    1,360      952

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     10.5     23.1     70.0     62.5     97.7     96.0      2.3      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      157)
      25       50       53       63       73      122      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       76,112
COMMITMENTS
  39,853    7,381    4,517   20,062   55,314   64,432   67,212   11,681    8,901

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     -1,685)
  -2,357    1,046      471      527   -3,102   -1,359   -1,585     -326     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4      9.7      5.9     26.4     72.7     84.7     88.3     15.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      48       23       10       32       28       85       56                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      152,224
COMMITMENTS
  79,706   14,762    9,033   40,124  110,628  128,863  134,423   23,361   17,801

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     -3,369)
  -4,713    2,092      941    1,054   -6,203   -2,718   -3,170     -651     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.4      9.7      5.9     26.4     72.7     84.7     88.3     15.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      48       23       10       32       28       85       56                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       82,276
COMMITMENTS
  67,596   82,024      251   14,305        0   82,152   82,275      124        1

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     -5,320)
  -5,334   -5,318        0        1        0   -5,333   -5,318       13       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    82.2     99.7      0.3     17.4      0.0     99.8    100.0      0.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      29        9        2        2        0       32       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       27,643
COMMITMENTS
  13,001    5,942        5   14,615   21,609   27,621   27,556       22       87

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -469)
    -579      -63        0      110     -356     -469     -419        0      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.0     21.5      0.0     52.9     78.2     99.9     99.7      0.1      0.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      10       15        1        7       19       17       35                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,322
COMMITMENTS
  21,244    5,865      386    2,654   17,900   24,284   24,151       38      171

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        258)
     126      149       29      117       14      272      192      -14       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    87.3     24.1      1.6     10.9     73.6     99.8     99.3      0.2      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4       12        2        3       12        9       24                  



Updated December 1, 2017