MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
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 25 METRIC TONS)                        OPEN INTEREST:       22,168
COMMITMENTS
   3,000    4,220      960   17,968   16,748   21,928   21,928      240      240

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,720)
       0     -360     -320   -2,400   -2,040   -2,720   -2,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     19.0      4.3     81.1     75.6     98.9     98.9      1.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        9        4        7        6       14       17                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
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 20,000 POUNDS)                         OPEN INTEREST:        5,292
COMMITMENTS
      75      675      379    4,142    3,655    4,596    4,709      696      583

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -548)
     -44       88      -36     -536     -648     -616     -596       68       48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.4     12.8      7.2     78.3     69.1     86.8     89.0     13.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3       10        9       14       18       24       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
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:       23,351
COMMITMENTS
  11,389    9,476      569    9,060    9,072   21,018   19,117    2,333    4,234

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -1,661)
     -77      522     -602     -842   -1,445   -1,521   -1,525     -140     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.8     40.6      2.4     38.8     38.9     90.0     81.9     10.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      17       21       14       20       20       44       48                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
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 44,000 LBS.)                           OPEN INTEREST:        7,105
COMMITMENTS
   1,078    1,138      356    4,780    4,955    6,214    6,449      891      656

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -207)
      93       34     -136     -173     -266     -216     -368        9      161

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     16.0      5.0     67.3     69.7     87.5     90.8     12.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       6        6        6       19       16       29       24                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
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 40,000 POUNDS)                         OPEN INTEREST:      270,132
COMMITMENTS
 116,596   57,207   35,314   99,194  134,129  251,104  226,650   19,028   43,482

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      6,704)
   6,263   -1,095    1,301      703    5,776    8,267    5,982   -1,563      722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.2     21.2     13.1     36.7     49.7     93.0     83.9      7.0     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      335)
     102      102      118       62       92      240      258                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
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 40,000 POUNDS)                         OPEN INTEREST:      382,837
COMMITMENTS
 178,816   40,058   50,418  128,990  239,003  358,224  329,479   24,613   53,358

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     28,366)
  11,360      111   12,605    2,976   12,687   26,941   25,403    1,425    2,963

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     10.5     13.2     33.7     62.4     93.6     86.1      6.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      425)
     149       75      114       86      169      290      323                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
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 110,000 BOARD FEET)                    OPEN INTEREST:        6,911
COMMITMENTS
   3,934    1,995      416      932    3,462    5,282    5,873    1,629    1,038

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        136)
     327      224       74       47       50      448      348     -312     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.9     28.9      6.0     13.5     50.1     76.4     85.0     23.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      37       18        8       15       27       58       49                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
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 50,000 POUNDS)                         OPEN INTEREST:       65,612
COMMITMENTS
  33,930   17,491   11,052   12,622   16,609   57,604   45,152    8,008   20,460

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      2,123)
   1,649      858      488     -314        7    1,823    1,353      300      770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.7     26.7     16.8     19.2     25.3     87.8     68.8     12.2     31.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      77       65       62       47       75      166      176                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
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 44,000 LBS.)                           OPEN INTEREST:        3,349
COMMITMENTS
     127    2,511       15    2,044      471    2,186    2,997    1,163      352

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     75.0      0.4     61.0     14.1     65.3     89.5     34.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        7        2        9        5       12       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
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 20,000 POUNDS)                         OPEN INTEREST:       21,834
COMMITMENTS
   1,038   10,876      590   19,720    8,971   21,348   20,437      486    1,397

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -215)
     -74     -123       -9     -156     -230     -239     -362       24      147

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     49.8      2.7     90.3     41.1     97.8     93.6      2.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      10       15        8       21       20       37       37                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
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 RUB 2,500,000)                         OPEN INTEREST:       54,709
COMMITMENTS
  28,738   11,084       44   23,938   42,025   52,720   53,153    1,989    1,556

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      1,519)
   1,624     -133        0       68    1,503    1,692    1,370     -173      149

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.5     20.3      0.1     43.8     76.8     96.4     97.2      3.6      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      17        5        1        6        8       23       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
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 CAD 100,000)                           OPEN INTEREST:      147,706
COMMITMENTS
  75,460   24,571    4,724   32,552   94,493  112,736  123,788   34,970   23,918

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -9,836)
  -8,849   -1,899      324      531   -9,306   -7,994  -10,881   -1,842    1,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     16.6      3.2     22.0     64.0     76.3     83.8     23.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      41       19       16       17       23       63       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
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 CHF 125,000)                           OPEN INTEREST:       79,116
COMMITMENTS
  19,568   44,678    1,033   51,975    7,403   72,576   53,114    6,540   26,002

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      4,399)
  -1,433    3,006     -224    7,013      261    5,356    3,043     -957    1,356

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.7     56.5      1.3     65.7      9.4     91.7     67.1      8.3     32.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
      10       23        4        8        9       21       33                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
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 MXN 500,000)                           OPEN INTEREST:      177,429
COMMITMENTS
  88,731   31,756    2,280   80,251  139,158  171,262  173,194    6,167    4,235

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        123)
   1,511     -218      359   -1,298      335      572      476     -449     -353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.0     17.9      1.3     45.2     78.4     96.5     97.6      3.5      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      45       49       12       19       23       69       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
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 GBP 62,500)                            OPEN INTEREST:      177,968
COMMITMENTS
  50,403   59,601    9,830   86,580   81,087  146,813  150,518   31,155   27,450

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -7,155)
 -15,079   -4,636     -552    8,477   -2,792   -7,154   -7,980       -1      825

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     33.5      5.5     48.6     45.6     82.5     84.6     17.5     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      36       29       25       29       43       80       83                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
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 JPY 12,500,000)                        OPEN INTEREST:      287,936
COMMITMENTS
  54,336  182,184    8,598  206,955   51,547  269,889  242,329   18,047   45,607

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     10,230)
    -249    8,730   -1,554   10,248    3,457    8,445   10,633    1,785     -403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     63.3      3.0     71.9     17.9     93.7     84.2      6.3     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      29       48       19       29       38       66       97                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
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 EUR 125,000)                           OPEN INTEREST:      446,502
COMMITMENTS
 181,335   95,880   21,063  173,294  272,122  375,692  389,065   70,810   57,437

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      6,118)
   7,665   -5,693     -721   -1,216   14,480    5,728    8,066      390   -1,948

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     21.5      4.7     38.8     60.9     84.1     87.1     15.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      99       52       41       58       63      167      148                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
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 EUR 125,000)                           OPEN INTEREST:       35,000
COMMITMENTS
  12,010    3,809      839   10,216   26,718   23,065   31,366   11,935    3,634

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:         31)
     311   -1,135      -22     -106      654      183     -503     -152      534

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     10.9      2.4     29.2     76.3     65.9     89.6     34.1     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        5        4       10        6       21       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
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 BRL 100,000)                           OPEN INTEREST:       23,992
COMMITMENTS
  15,058    4,922       77    7,104   18,385   22,239   23,384    1,753      608

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -10,784)
  -4,802    1,488     -916   -4,756  -11,532  -10,474  -10,960     -310      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.8     20.5      0.3     29.6     76.6     92.7     97.5      7.3      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      14        9        2        5        5       19       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
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 NZD 100,000)                           OPEN INTEREST:       52,072
COMMITMENTS
  18,943   30,130      680   28,662   15,939   48,285   46,749    3,787    5,323

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      2,462)
  -2,820    2,660     -106    5,438      175    2,512    2,729      -50     -267

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.4     57.9      1.3     55.0     30.6     92.7     89.8      7.3     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      29       38        7       15       10       45       54                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
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 ZAR 500,000)                           OPEN INTEREST:       21,757
COMMITMENTS
  13,430    4,140       10    7,309   16,266   20,749   20,416    1,008    1,341

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        528)
     640     -274        0     -169      534      471      260       57      268

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.7     19.0      0.0     33.6     74.8     95.4     93.8      4.6      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      14        6        1        5        5       20       11                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
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 $1,000,000)                            OPEN INTEREST:   12,846,756
COMMITMENTS
 835,354  3367144  2377897  9131077  5933328 12344328 11678369  502,428  1168387

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    212,732)
 -69,332  233,479   15,945  242,948  -47,601  189,561  201,823   23,171   10,909

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     26.2     18.5     71.1     46.2     96.1     90.9      3.9      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      44      113      118      117      138      243      303                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      715,963
COMMITMENTS
 118,541   90,839   32,398  485,980  506,948  636,920  630,185   79,043   85,777

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     14,760)
   4,212    8,528    1,473    6,511   -3,948   12,196    6,053    2,564    8,707

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6     12.7      4.5     67.9     70.8     89.0     88.0     11.0     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      638)
     146      153       85      231      242      413      444                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       67,082
COMMITMENTS
   8,037    9,762        0   40,788   35,157   48,825   44,919   18,257   22,163

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      3,418)
     300    1,777        0    3,982   -3,714    4,282   -1,937     -864    5,355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     14.6      0.0     60.8     52.4     72.8     67.0     27.2     33.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       53)
      11        7        0       18       21       29       28                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,244,403
COMMITMENTS
 608,031  460,894  106,481  2225961  2358957  2940473  2926332  303,930  318,071

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     56,708)
  26,969   41,166      -44   12,643   -1,172   39,568   39,950   17,140   16,758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     14.2      3.3     68.6     72.7     90.6     90.2      9.4      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      629)
     143      153       81      223      233      399      434                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($250 x S&P Select Sector Financial Inde             OPEN INTEREST:       30,020
COMMITMENTS
  12,417        0        0   14,503   29,315   26,920   29,315    3,100      705

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        -53)
    -117        0        0      352     -136      235     -136     -288       83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4      0.0      0.0     48.3     97.7     89.7     97.7     10.3      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       9        0        0        9       10       18       10                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
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 S&P Select Sector Utilities Inde             OPEN INTEREST:       22,475
COMMITMENTS
     530    1,421        0   20,169   19,803   20,699   21,224    1,776    1,251

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        -14)
       0        8        0     -270     -323     -270     -315      256      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4      6.3      0.0     89.7     88.1     92.1     94.4      7.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        0       12       10       13       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       92,880
COMMITMENTS
  26,534    2,945      679   52,846   85,283   80,059   88,907   12,821    3,973

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        918)
     217     -584     -141      678      474      754     -251      164    1,169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6      3.2      0.7     56.9     91.8     86.2     95.7     13.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      19        6        6       44       40       63       52                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       55,140
COMMITMENTS
  18,802   13,053    1,611   27,877   32,777   48,290   47,441    6,850    7,699

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:        747)
  -2,467      187       76    3,365      343      975      606     -227      142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     23.7      2.9     50.6     59.4     87.6     86.0     12.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      69       82       18       67       77      146      167                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      275,700
COMMITMENTS
  94,009   65,267    8,054  139,385  163,886  241,448  237,207   34,252   38,493

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:      3,736)
 -12,333      934      380   16,826    1,714    4,873    3,028   -1,137      708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.1     23.7      2.9     50.6     59.4     87.6     86.0     12.4     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      274)
      69       82       18       67       77      146      167                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
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 AUD 100,000)                           OPEN INTEREST:      125,196
COMMITMENTS
  75,144   29,707    2,783   21,027   67,161   98,954   99,651   26,242   25,545

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -6,803)
 -10,278   -4,107      241    2,607   -3,702   -7,430   -7,568      627      765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.0     23.7      2.2     16.8     53.6     79.0     79.6     21.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      37       21       10       16       23       56       51                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      541,412
COMMITMENTS
 155,287  151,019   10,384  354,769  366,141  520,440  527,544   20,972   13,868

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -2,421)
  -3,436    2,972    1,862   -2,227   -6,169   -3,801   -1,335    1,380   -1,086

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     27.9      1.9     65.5     67.6     96.1     97.4      3.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      292)
      75       42       24      105      108      187      167                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,973
COMMITMENTS
  17,137   12,357      462   16,951   25,415   34,550   38,234    8,423    4,739

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:       -549)
  -1,270   -1,010      -83      425      -54     -928   -1,147      379      598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.9     28.8      1.1     39.4     59.1     80.4     89.0     19.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      17        9        3       17       14       35       25                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       65,283
COMMITMENTS
  19,472   20,800      719   34,833   27,932   55,024   49,451   10,259   15,832

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:    -10,926)
 -11,045    3,367     -958     -345   -5,758  -12,348   -3,349    1,422   -7,577

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     31.9      1.1     53.4     42.8     84.3     75.7     15.7     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       97)
      26       26        4       30       24       57       53                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 11/07/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:      102,695
COMMITMENTS
  10,370    3,292   29,609   62,692   69,792  102,671  102,693       24        2

CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST:     -5,471)
       0   -3,660     -680   -4,791   -1,131   -5,471   -5,471        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1      3.2     28.8     61.0     68.0    100.0    100.0      0.0      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       6        2        2       13       14       21       16                  



Updated November 10, 2017