MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
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 25 METRIC TONS)                        OPEN INTEREST:       23,452
COMMITMENTS
   3,600    4,892      800   18,812   17,460   23,212   23,152      240      300

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        652)
     200       60        0      452      532      652      592        0       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     20.9      3.4     80.2     74.4     99.0     98.7      1.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4       12        3        8        6       14       20                  
 
 
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
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 20,000 POUNDS)                         OPEN INTEREST:        5,842
COMMITMENTS
     268      893      422    4,421    3,714    5,111    5,029      731      813

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        132)
      38       74      -12      127       16      153       78      -21       54

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     15.3      7.2     75.7     63.6     87.5     86.1     12.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3       11        9       18       18       29       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
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:       28,582
COMMITMENTS
  14,155   10,234      848   10,770   13,208   25,773   24,290    2,809    4,292

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,293)
     438      548       10      595      610    1,043    1,168      250      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5     35.8      3.0     37.7     46.2     90.2     85.0      9.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      21       24       22       19       22       50       58                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
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 44,000 LBS.)                           OPEN INTEREST:        7,330
COMMITMENTS
   1,102    1,058      460    4,918    5,215    6,480    6,733      850      597

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:         84)
      -5      -50        5       55       68       55       23       29       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.0     14.4      6.3     67.1     71.1     88.4     91.9     11.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       8        6        7       20       17       32       26                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
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 40,000 POUNDS)                         OPEN INTEREST:      250,548
COMMITMENTS
  97,577   46,367   35,284   99,474  127,384  232,335  209,035   18,213   41,513

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,286)
  -1,163     -357    1,330      843      267    1,010    1,240      276       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     18.5     14.1     39.7     50.8     92.7     83.4      7.3     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      300)
     100       76      113       55       86      226      227                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
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 40,000 POUNDS)                         OPEN INTEREST:      378,955
COMMITMENTS
 162,888   34,144   50,109  138,164  242,246  351,161  326,499   27,794   52,456

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -821)
  -1,821     -576   -3,936    3,816    3,642   -1,941     -870    1,120       49

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.0      9.0     13.2     36.5     63.9     92.7     86.2      7.3     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
     138       77      127       96      177      306      336                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
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 110,000 BOARD FEET)                    OPEN INTEREST:        6,401
COMMITMENTS
   3,425    1,927      400      927    2,994    4,752    5,321    1,649    1,080

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -439)
    -372     -105      -41      -59     -351     -472     -497       33       58

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.5     30.1      6.2     14.5     46.8     74.2     83.1     25.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      34       14        7       13       23       52       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
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 50,000 POUNDS)                         OPEN INTEREST:       56,361
COMMITMENTS
  28,303   13,270    9,740   11,283   15,324   49,326   38,334    7,035   18,027

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -136)
       1     -443     -580      520      634      -59     -389      -77      253

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2     23.5     17.3     20.0     27.2     87.5     68.0     12.5     32.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      60       54       53       37       73      136      159                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
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 44,000 LBS.)                           OPEN INTEREST:        3,952
COMMITMENTS
     182    3,002       13    2,627      596    2,822    3,611    1,130      341

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        105)
      53       86       -5      335       29      383      110     -278       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     76.0      0.3     66.5     15.1     71.4     91.4     28.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        6        4       11        6       16       14                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
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 20,000 POUNDS)                         OPEN INTEREST:       26,950
COMMITMENTS
   1,425   13,670      848   24,202   10,917   26,475   25,435      475    1,515

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,082)
      77      478       95      901      517    1,073    1,090        9       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     50.7      3.1     89.8     40.5     98.2     94.4      1.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      10       17       13       21       23       40       44                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
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 RUB 2,500,000)                         OPEN INTEREST:       49,012
COMMITMENTS
  22,241    5,798       95   25,178   42,034   47,514   47,927    1,498    1,085

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      6,109)
   6,307    4,197       51      309    2,042    6,667    6,290     -558     -181

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.4     11.8      0.2     51.4     85.8     96.9     97.8      3.1      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      13        4        2        7        8       21       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
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 CAD 100,000)                           OPEN INTEREST:      145,257
COMMITMENTS
  67,882   22,224    3,896   35,966   97,790  107,744  123,910   37,513   21,347

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,661)
     558       25     -355    1,736    1,374    1,939    1,044     -278      617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     15.3      2.7     24.8     67.3     74.2     85.3     25.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      39       17       14       20       23       63       50                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
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 CHF 125,000)                           OPEN INTEREST:       79,544
COMMITMENTS
  17,581   47,765      746   55,140    7,692   73,467   56,203    6,077   23,341

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     -3,362)
  -3,240   -2,796     -139      100      519   -3,279   -2,416      -83     -946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     60.0      0.9     69.3      9.7     92.4     70.7      7.6     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       52)
      12       22        3       11        8       25       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
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 MXN 500,000)                           OPEN INTEREST:      171,485
COMMITMENTS
 112,966   23,400    1,548   50,180  143,607  164,694  168,555    6,791    2,930

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     -8,045)
   2,922   -6,258     -599  -10,929     -488   -8,606   -7,345      561     -700

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.9     13.6      0.9     29.3     83.7     96.0     98.3      4.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      63       38        8       19       22       83       67                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
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 GBP 62,500)                            OPEN INTEREST:      178,230
COMMITMENTS
  66,549   61,976   10,519   69,411   82,682  146,479  155,177   31,751   23,053

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      2,391)
   8,191    3,318       61   -5,720      408    2,532    3,787     -141   -1,396

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     34.8      5.9     38.9     46.4     82.2     87.1     17.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      42       28       19       29       41       81       79                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
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 JPY 12,500,000)                        OPEN INTEREST:      244,536
COMMITMENTS
  39,793  150,433    7,628  178,434   47,467  225,855  205,528   18,681   39,008

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:    -16,483)
  -4,589  -16,551     -623  -13,291    2,523  -18,503  -14,651    2,020   -1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3     61.5      3.1     73.0     19.4     92.4     84.0      7.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      23       39       19       32       39       64       90                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
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 EUR 125,000)                           OPEN INTEREST:      495,561
COMMITMENTS
 205,160  115,479   21,603  189,056  310,897  415,819  447,979   79,742   47,582

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     30,254)
   9,251   15,007      539   14,002   18,768   23,792   34,314    6,462   -4,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     23.3      4.4     38.1     62.7     83.9     90.4     16.1      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      248)
     105       49       43       68       64      185      145                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
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 EUR 125,000)                           OPEN INTEREST:       38,688
COMMITMENTS
  15,231    6,502      953    9,768   27,944   25,952   35,399   12,736    3,289

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,971)
   2,368    1,144       95     -820      666    1,643    1,905      328       66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.4     16.8      2.5     25.2     72.2     67.1     91.5     32.9      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      11        7        5       10        6       24       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
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 BRL 100,000)                           OPEN INTEREST:       26,277
COMMITMENTS
   9,252    4,952      687   14,743   19,844   24,682   25,483    1,595      794

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      3,505)
  -4,143     -249      525    7,144    2,985    3,526    3,261      -21      244

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     18.8      2.6     56.1     75.5     93.9     97.0      6.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
      17        8        6        7        7       27       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
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 NZD 100,000)                           OPEN INTEREST:       61,260
COMMITMENTS
  23,960   37,982    1,127   32,751   16,550   57,838   55,659    3,422    5,601

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,523)
   1,471    2,099      354     -324     -275    1,501    2,178       22     -655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     62.0      1.8     53.5     27.0     94.4     90.9      5.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      25       40        9       16       10       44       57                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
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 ZAR 500,000)                           OPEN INTEREST:       21,890
COMMITMENTS
  13,568    3,932       42    7,252   16,784   20,862   20,758    1,028    1,132

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -967)
    -588      -12       10     -488     -625   -1,066     -627       99     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.0     18.0      0.2     33.1     76.7     95.3     94.8      4.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      14        8        3        5        5       19       16                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
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 $1,000,000)                            OPEN INTEREST:   13,822,855
COMMITMENTS
 834,061  3443173  2644477  9790479  6476055 13269017 12563705  553,838  1259150

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:    320,807)
  34,187  -91,395   76,741  160,980  270,345  271,908  255,691   48,899   65,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     24.9     19.1     70.8     46.9     96.0     90.9      4.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
      49      108      120      117      129      247      292                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      756,344
COMMITMENTS
 119,507   96,719   33,688  511,048  533,213  664,243  663,620   92,101   92,724

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     17,389)
   3,040    2,771    5,487    8,042    7,349   16,569   15,606      820    1,782

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     12.8      4.5     67.6     70.5     87.8     87.7     12.2     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      640)
     153      145       92      230      247      420      447                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       78,758
COMMITMENTS
   9,160    8,868    1,271   45,613   39,940   56,044   50,079   22,714   28,679

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      5,727)
   2,755      133      671      318    3,992    3,744    4,796    1,983      931

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     11.3      1.6     57.9     50.7     71.2     63.6     28.8     36.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       8        8        1       18       21       26       30                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
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 S&P Select Sector Consumer Stapl             OPEN INTEREST:       22,239
COMMITMENTS
       0      268        0   20,656   21,297   20,656   21,565    1,583      674

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        -19)
       0        0        0        6    1,341        6    1,341      -25   -1,360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.2      0.0     92.9     95.8     92.9     97.0      7.1      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        1        0       11       11       11       12                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,387,929
COMMITMENTS
 614,634  502,151   99,188  2327174  2466364  3040996  3067703  346,933  320,226

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     58,309)
  17,745   29,509    7,760   38,618   16,783   64,123   54,052   -5,814    4,257

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     14.8      2.9     68.7     72.8     89.8     90.5     10.2      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      635)
     150      146       87      225      244      411      441                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| 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:       31,580
COMMITMENTS
  13,886      330        0   14,704   30,904   28,590   31,234    2,990      346

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,108)
     811        0        0        5    1,351      816    1,351      292     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.0      1.0      0.0     46.6     97.9     90.5     98.9      9.5      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       9        1        0       10       11       19       12                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
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 S&P Select Sector Utilities Inde             OPEN INTEREST:       22,208
COMMITMENTS
     754    1,188        0   19,535   20,210   20,289   21,398    1,919      810

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -400)
      76        0        0     -431     -345     -355     -345      -45      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.4      5.3      0.0     88.0     91.0     91.4     96.4      8.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        0       12       11       13       13                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,662
COMMITMENTS
  28,460    3,601      680   51,332   86,038   80,472   90,319   13,190    3,343

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -834)
   1,396       50     -121   -1,482     -711     -207     -782     -627      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4      3.8      0.7     54.8     91.9     85.9     96.4     14.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      22        7        6       45       41       67       54                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       58,911
COMMITMENTS
  18,274   17,152    2,036   31,564   32,154   51,874   51,342    7,037    7,569

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        -14)
    -337    1,678     -206      626   -1,500       83      -28      -98       14

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     29.1      3.5     53.6     54.6     88.1     87.2     11.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      77       81       25       73       83      162      178                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      294,553
COMMITMENTS
  91,370   85,759   10,180  157,820  160,769  259,370  256,708   35,183   37,845

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:        -72)
  -1,686    8,388   -1,030    3,132   -7,500      416     -142     -488       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     29.1      3.5     53.6     54.6     88.1     87.2     11.9     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      77       81       25       73       83      162      178                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
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 AUD 100,000)                           OPEN INTEREST:      134,805
COMMITMENTS
  78,202   39,320    2,775   29,788   64,787  110,765  106,882   24,040   27,923

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,830)
      68    1,003     -221    2,193      378    2,040    1,160     -210      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     29.2      2.1     22.1     48.1     82.2     79.3     17.8     20.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      33       24       15       20       23       57       58                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      569,543
COMMITMENTS
 162,898  155,901   11,712  372,370  387,845  546,980  555,458   22,563   14,085

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:     15,063)
  13,700    2,702    1,420   -1,576   10,495   13,544   14,617    1,519      446

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     27.4      2.1     65.4     68.1     96.0     97.5      4.0      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      304)
      70       52       23      116      106      196      172                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       42,099
COMMITMENTS
  17,336   11,111      155   15,491   26,962   32,982   38,228    9,117    3,871

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:       -233)
    -397     -546        3      259      221     -135     -322      -98       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     26.4      0.4     36.8     64.0     78.3     90.8     21.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       51)
      18        8        4       17       15       36       26                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       62,744
COMMITMENTS
  15,310   21,019    1,006   35,159   26,250   51,475   48,275   11,269   14,469

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:      1,118)
  -1,326   -1,350      134    1,132     -828      -60   -2,044    1,178    3,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     33.5      1.6     56.0     41.8     82.0     76.9     18.0     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       20        9       32       22       60       46                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 11/28/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250)               OPEN INTEREST:       99,064
COMMITMENTS
  10,020    5,312   26,959   62,041   66,791   99,020   99,062       44        2

CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

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



Updated December 1, 2017