MALAYSIAN PALM OIL CALENDAR SW - CHICAGO MERCANTILE EXCHANGE         Code-037642
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 25 METRIC TONS)                        OPEN INTEREST:       22,520
COMMITMENTS
   3,040    4,312      880   18,360   17,088   22,280   22,280      240      240

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        352)
      40       92      -80      392      340      352      352        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     19.1      3.9     81.5     75.9     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 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,616
COMMITMENTS
      73      770      437    4,360    3,709    4,870    4,916      746      700

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        324)
      -2       95       58      218       54      274      207       50      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.3     13.7      7.8     77.6     66.0     86.7     87.5     13.3     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       2       10        9       14       18       24       30                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       25,048
COMMITMENTS
  12,397    9,633      653    9,673   10,287   22,723   20,573    2,325    4,475

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      1,697)
   1,008      157       84      613    1,215    1,705    1,456       -8      241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.5     38.5      2.6     38.6     41.1     90.7     82.1      9.3     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      18       21       17       19       21       48       48                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,168
COMMITMENTS
   1,102    1,052      437    4,808    5,095    6,347    6,584      821      584

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:         63)
      24      -86       81       28      140      133      135      -70      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4     14.7      6.1     67.1     71.1     88.5     91.9     11.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        6        7       19       16       30       25                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      268,494
COMMITMENTS
 109,470   52,029   39,427  100,760  133,468  249,657  224,924   18,837   43,570

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -1,638)
  -7,126   -5,178    4,113    1,566     -661   -1,447   -1,726     -191       88

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.8     19.4     14.7     37.5     49.7     93.0     83.8      7.0     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      313)
      93       90      112       59       91      224      243                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      386,037
COMMITMENTS
 176,150   37,607   53,564  131,206  240,235  360,920  331,406   25,117   54,631

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      3,200)
  -2,666   -2,451    3,146    2,216    1,232    2,696    1,927      504    1,273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.6      9.7     13.9     34.0     62.2     93.5     85.8      6.5     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      418)
     142       76      120       88      166      286      322                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        6,901
COMMITMENTS
   3,978    1,999      407      834    3,405    5,219    5,811    1,682    1,090

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        -10)
      44        4       -9      -98      -57      -63      -62       53       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.6     29.0      5.9     12.1     49.3     75.6     84.2     24.4     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      36       18        6       14       24       56       44                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       62,000
COMMITMENTS
  32,735   15,698   10,383   11,743   16,219   54,861   42,300    7,139   19,700

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -3,612)
  -1,195   -1,793     -669     -879     -390   -2,743   -2,852     -869     -760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8     25.3     16.7     18.9     26.2     88.5     68.2     11.5     31.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      70       66       58       48       81      159      177                  
 
 
DRY WHEY - CHICAGO MERCANTILE EXCHANGE                               Code-052645
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        3,581
COMMITMENTS
     128    2,717       24    2,134      479    2,286    3,220    1,295      361

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        232)
       1      206        9       90        8      100      223      132        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     75.9      0.7     59.6     13.4     63.8     89.9     36.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        8        3        9        5       13       15                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,342
COMMITMENTS
   1,169   11,855      629   21,051    9,323   22,849   21,807      493    1,535

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      1,508)
     131      979       39    1,331      352    1,501    1,370        7      138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     50.8      2.7     90.2     39.9     97.9     93.4      2.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       58)
       9       16        9       21       22       37       40                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       47,024
COMMITMENTS
  20,598    4,812       44   24,559   40,948   45,201   45,804    1,823    1,220

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -7,685)
  -8,140   -6,272        0      621   -1,077   -7,519   -7,349     -166     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.8     10.2      0.1     52.2     87.1     96.1     97.4      3.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      16        5        1        6        8       22       14                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      143,841
COMMITMENTS
  70,473   23,138    4,247   35,157   93,122  109,877  120,507   33,964   23,334

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -3,865)
  -4,987   -1,433     -477    2,605   -1,371   -2,859   -3,281   -1,006     -584

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0     16.1      3.0     24.4     64.7     76.4     83.8     23.6     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      42       17       16       20       24       66       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       81,661
COMMITMENTS
  19,470   47,453    1,149   54,318    7,007   74,937   55,609    6,724   26,052

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      2,545)
     -98    2,775      116    2,343     -396    2,361    2,495      184       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.8     58.1      1.4     66.5      8.6     91.8     68.1      8.2     31.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      12       20        3        9        8       23       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      177,739
COMMITMENTS
  92,961   30,428    1,772   77,408  141,079  172,141  173,279    5,598    4,460

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        310)
   4,230   -1,328     -508   -2,843    1,921      879       85     -569      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.3     17.1      1.0     43.6     79.4     96.9     97.5      3.1      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      136)
      51       45       10       20       23       74       75                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      176,727
COMMITMENTS
  53,147   57,680   11,497   80,930   82,014  145,574  151,191   31,153   25,536

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -1,241)
   2,744   -1,921    1,667   -5,650      927   -1,239      673       -2   -1,914

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     32.6      6.5     45.8     46.4     82.4     85.6     17.6     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      35       25       23       27       40       74       78                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      283,628
COMMITMENTS
  49,347  185,346    9,710  207,213   45,266  266,270  240,322   17,358   43,306

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -4,308)
  -4,989    3,162    1,112      258   -6,281   -3,619   -2,007     -689   -2,301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     65.3      3.4     73.1     16.0     93.9     84.7      6.1     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      25       49       21       30       33       68       91                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      467,842
COMMITMENTS
 200,023  115,437   20,880  173,624  275,809  394,527  412,126   73,315   55,716

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     21,340)
  18,688   19,557     -183      330    3,687   18,835   23,061    2,505   -1,721

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8     24.7      4.5     37.1     59.0     84.3     88.1     15.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
     103       52       42       64       65      179      149                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       35,695
COMMITMENTS
  11,484    4,907      874   10,625   27,053   22,983   32,834   12,712    2,861

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        695)
    -526    1,098       35      409      335      -82    1,468      777     -773

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.2     13.7      2.4     29.8     75.8     64.4     92.0     35.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       8        7        5       10        6       21       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       24,263
COMMITMENTS
  14,779    5,152       25    7,610   17,936   22,414   23,113    1,849    1,150

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        271)
    -279      230      -52      506     -449      175     -271       96      542

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.9     21.2      0.1     31.4     73.9     92.4     95.3      7.6      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      13       11        1        6        4       19       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       53,690
COMMITMENTS
  18,146   30,037    1,221   31,070   16,667   50,437   47,925    3,253    5,765

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      1,618)
    -797      -93      541    2,408      728    2,152    1,176     -534      442

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     55.9      2.3     57.9     31.0     93.9     89.3      6.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      26       37        8       16       10       45       52                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:       22,319
COMMITMENTS
  14,183    4,267       10    7,362   16,659   21,555   20,936      764    1,383

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        562)
     753      127        0       53      393      806      520     -244       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5     19.1      0.0     33.0     74.6     96.6     93.8      3.4      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        9        1        5        6       18       15                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   13,122,824
COMMITMENTS
 855,752  3577401  2398662  9344655  5949852 12599069 11925915  523,755  1196909

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:    276,068)
  20,398  210,257   20,765  213,578   16,524  254,741  247,546   21,327   28,522

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     27.3     18.3     71.2     45.3     96.0     90.9      4.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      308)
      37      121      115      118      134      241      297                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      720,635
COMMITMENTS
 121,791   91,423   27,784  486,403  514,024  635,978  633,232   84,657   87,403

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      4,672)
   3,249      584   -4,614      423    7,076     -942    3,046    5,614    1,626

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     12.7      3.9     67.5     71.3     88.3     87.9     11.7     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      623)
     143      146       85      226      247      407      440                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       67,909
COMMITMENTS
   8,070    8,228      201   41,353   36,032   49,624   44,461   18,285   23,448

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        827)
      33   -1,534      201      565      875      799     -458       28    1,285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.9     12.1      0.3     60.9     53.1     73.1     65.5     26.9     34.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      10        7        2       19       25       30       33                  
 
 
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE         Code-138748
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| 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:       20,912
COMMITMENTS
       0      268        0   19,415   19,996   19,415   20,264    1,497      648

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.3      0.0     92.8     95.6     92.8     96.9      7.2      3.1

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 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,263,629
COMMITMENTS
 614,069  461,443   92,449  2225250  2389961  2931768  2943853  331,861  319,776

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     19,226)
   6,038      549  -14,032     -711   31,004   -8,705   17,521   27,931    1,705

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.8     14.1      2.8     68.2     73.2     89.8     90.2     10.2      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     141      146       81      219      240      394      433                  
 
 
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874C
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| 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:       30,280
COMMITMENTS
  12,874      330        0   14,756   29,325   27,630   29,655    2,650      625

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        260)
     457      330        0      253       10      710      340     -450      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.5      1.1      0.0     48.7     96.8     91.2     97.9      8.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        1        0       10       10       19       11                  
 
 
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874J
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| 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:       23,000
COMMITMENTS
     526    1,456        0   20,653   20,661   21,179   22,117    1,821      883

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        525)
      -4       35        0      484      858      480      893       45     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.3      6.3      0.0     89.8     89.8     92.1     96.2      7.9      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       12       11       13       14                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       93,562
COMMITMENTS
  26,998    3,582      389   52,973   85,806   80,360   89,777   13,202    3,785

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        682)
     464      637     -290      127      523      301      870      381     -188

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9      3.8      0.4     56.6     91.7     85.9     96.0     14.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      19        7        6       44       41       63       54                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,261
COMMITMENTS
  20,431   14,914    1,748   28,162   32,778   50,341   49,440    6,919    7,821

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:      2,121)
   1,630    1,860      137      285        1    2,052    1,998       69      122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     26.0      3.1     49.2     57.2     87.9     86.3     12.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      77       81       19       68       83      153      175                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      286,304
COMMITMENTS
 102,157   74,568    8,741  140,809  163,890  251,707  247,199   34,597   39,105

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     10,604)
   8,148    9,301      687    1,424        4   10,259    9,992      345      612

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     26.0      3.1     49.2     57.2     87.9     86.3     12.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      284)
      77       81       19       68       83      153      175                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      126,097
COMMITMENTS
  73,155   29,123    3,047   23,527   68,430   99,729  100,600   26,368   25,497

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:        901)
  -1,989     -584      264    2,500    1,269      775      949      126      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.0     23.1      2.4     18.7     54.3     79.1     79.8     20.9     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      36       21       13       14       22       54       52                  
 
 
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE              Code-239742
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50)                            OPEN INTEREST:      541,016
COMMITMENTS
 153,398  150,145    9,997  356,095  368,897  519,490  529,039   21,526   11,977

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:       -396)
  -1,889     -874     -387    1,326    2,756     -950    1,495      554   -1,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.4     27.8      1.8     65.8     68.2     96.0     97.8      4.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      302)
      74       47       22      109      115      192      175                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       41,439
COMMITMENTS
  17,142   10,892      171   15,590   26,639   32,903   37,702    8,536    3,737

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -1,534)
       5   -1,465     -291   -1,361    1,224   -1,647     -532      113   -1,002

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.4     26.3      0.4     37.6     64.3     79.4     91.0     20.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      19       10        2       17       13       37       24                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       58,602
COMMITMENTS
  14,000   21,174    1,188   33,289   25,453   48,477   47,815   10,125   10,787

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -6,681)
  -5,472      374      469   -1,544   -2,479   -6,547   -1,636     -134   -5,045

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     36.1      2.0     56.8     43.4     82.7     81.6     17.3     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       20        4       30       23       55       45                  
 
 
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE          Code-43874A
FUTURES ONLY POSITIONS AS OF 11/14/17                         |
--------------------------------------------------------------| 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:      100,755
COMMITMENTS
  10,370    5,272   27,649   62,712   67,832  100,731  100,753       24        2

CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST:     -1,940)
       0    1,980   -1,960       20   -1,960   -1,940   -1,940        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3      5.2     27.4     62.2     67.3    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 17, 2017