WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   598,396:   153,441    246,247    161,493    234,446    142,719    549,381    550,459:    49,015     47,937
Old  :   450,234:   138,903    231,811     95,612    175,823     87,235    410,337    414,658:    39,896     35,576
Other:   148,162:    45,589     45,486     34,831     58,623     55,484    139,043    135,801:     9,119     12,361
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :   -98,651:     2,874     14,644    -78,679    -23,090    -33,419    -98,895    -97,454:       244     -1,197
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6       41.2       27.0       39.2       23.9       91.8       92.0:       8.2        8.0
Old  :     100.0:      30.9       51.5       21.2       39.1       19.4       91.1       92.1:       8.9        7.9
Other:     100.0:      30.8       30.7       23.5       39.6       37.4       93.8       91.7:       6.2        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       463:       141        166        165        106        108        345        361:
Old  :       444:       150        150        142        102         98        318        336:
Other:       234:        54         77         60         59         81        151        184:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.0        7.8       22.3       14.8       11.6        7.3       17.1       13.6
Old  :                 17.5        9.9       25.3       18.6       15.6        9.5       22.0       17.8
Other:                 21.8       17.8       34.8       29.3       19.8       13.7       29.5       23.3
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   323,751:    99,062    111,849     52,404    146,403    135,511    297,869    299,765:    25,883     23,987
Old  :   260,636:    96,126    111,504     32,612    111,165     99,841    239,903    243,958:    20,733     16,678
Other:    63,116:    14,935     12,344      7,793     35,238     35,670     57,966     55,807:     5,150      7,308
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -8,732:     1,249      5,112     -7,473     -1,469     -5,391     -7,693     -7,753:    -1,039       -980
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       34.5       16.2       45.2       41.9       92.0       92.6:       8.0        7.4
Old  :     100.0:      36.9       42.8       12.5       42.7       38.3       92.0       93.6:       8.0        6.4
Other:     100.0:      23.7       19.6       12.3       55.8       56.5       91.8       88.4:       8.2       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        89         75         75         92         80        212        205:
Old  :       276:        83         76         58         86         70        198        179:
Other:       156:        36         39         36         50         56        107        111:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.6       19.6       29.6       30.5       15.2       15.8       22.5       25.5
Old  :                 23.3       24.3       32.9       36.7       23.1       23.5       31.7       35.2
Other:                 29.2       32.9       40.1       46.6       29.1       32.3       39.9       44.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,856,263:   349,096    479,946    428,547    839,274    722,479  1,616,916  1,630,971:   239,347    225,292
Old  : 1,647,464:   331,254    475,990    357,344    735,657    623,746  1,424,256  1,457,080:   223,208    190,384
Other:   208,799:    52,290     38,404     36,754    103,616     98,733    192,661    173,892:    16,139     34,908
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :  -226,299:     2,635    -14,804   -134,609    -81,853    -63,488   -213,828   -212,901:   -12,471    -13,398
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       25.9       23.1       45.2       38.9       87.1       87.9:      12.9       12.1
Old  :     100.0:      20.1       28.9       21.7       44.7       37.9       86.5       88.4:      13.5       11.6
Other:     100.0:      25.0       18.4       17.6       49.6       47.3       92.3       83.3:       7.7       16.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       799:       205        164        209        351        349        655        644:
Old  :       792:       206        169        196        346        338        642        624:
Other:       438:        71         71         63        103        256        207        360:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.3        9.6       16.2       15.9        7.4        8.7       12.3       13.2
Old  :                 10.4       10.6       17.0       17.6        8.6        9.7       13.4       14.6
Other:                 26.4       19.6       37.8       30.8       25.5       19.1       34.6       28.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,346:     3,131        268        340      1,547      5,842      5,018      6,450:     2,328        896
Old  :     7,266:     3,124        262        340      1,505      5,823      4,969      6,425:     2,297        841
Other:        80:         7          6          0         42         19         49         25:        31         55
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -1,564:      -179        -16       -902       -413       -358     -1,494     -1,276:       -70       -289
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.6        3.7        4.6       21.1       79.5       68.3       87.8:      31.7       12.2
Old  :     100.0:      43.0        3.6        4.7       20.7       80.1       68.4       88.4:      31.6       11.6
Other:     100.0:       8.8        7.4        0.0       52.5       23.8       61.3       31.2:      38.7       68.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        13          5          6          8         12         25         19:
Old  :        33:        13          5          6          8         12         25         19:
Other:         8:         1          1          0          2          4          3          5:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.5       61.3       53.8       75.2       41.3       60.8       52.7       74.0
Old  :                 42.3       61.8       53.8       75.8       41.1       61.3       52.6       74.5
Other:                 61.3       28.7       61.3       31.2       61.3       28.7       61.3       31.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   832,314:   150,744    100,855    200,888    420,343    433,826    771,974    735,569:    60,340     96,746
Old  :   758,353:   143,835     94,336    180,442    378,952    397,788    703,228    672,566:    55,125     85,788
Other:    73,961:    16,967     16,578     10,388     41,391     36,038     68,746     63,003:     5,215     10,958
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -1,238:     8,025     -7,837    -10,914      1,445     12,528     -1,444     -6,223:       207      4,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       12.1       24.1       50.5       52.1       92.8       88.4:       7.2       11.6
Old  :     100.0:      19.0       12.4       23.8       50.0       52.5       92.7       88.7:       7.3       11.3
Other:     100.0:      22.9       22.4       14.0       56.0       48.7       92.9       85.2:       7.1       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       610:       159        170        233        194        225        487        520:
Old  :       604:       155        171        228        189        219        476        511:
Other:       280:        54         58         51         65        138        145        226:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 15.8       12.8       22.5       19.7       13.1       10.2       18.1       15.4
Old  :                 15.8       13.0       22.6       19.5       14.3       10.9       19.3       16.5
Other:                 34.5       33.6       44.1       43.6       34.5       31.5       43.8       39.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   485,484:   117,964     69,982    117,411    217,609    268,352    452,983    455,745:    32,501     29,740
Old  :   438,948:   108,168     75,648    100,821    200,327    234,754    409,317    411,222:    29,631     27,726
Other:    46,536:    21,515      6,054      4,870     17,282     33,598     43,667     44,522:     2,869      2,014
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :   -29,978:    -3,259     14,552    -18,996     -5,561    -26,866    -27,816    -31,310:    -2,161      1,332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       14.4       24.2       44.8       55.3       93.3       93.9:       6.7        6.1
Old  :     100.0:      24.6       17.2       23.0       45.6       53.5       93.2       93.7:       6.8        6.3
Other:     100.0:      46.2       13.0       10.5       37.1       72.2       93.8       95.7:       6.2        4.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        93         88        114         89         82        254        233:
Old  :       312:        94         91        108         88         81        249        229:
Other:        93:        32         17         20         29         22         69         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       28.7       21.0       35.0        9.6       25.5       15.2       30.9
Old  :                 14.6       26.9       21.9       33.5       11.2       25.3       17.7       31.1
Other:                 32.7       61.4       51.5       73.8       31.9       60.4       49.1       70.8
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   899,947:   179,755    113,890     65,675    455,555    526,389    700,986    705,953:   198,961    193,993
Old  :   899,947:   179,755    113,890     65,675    455,555    526,389    700,986    705,953:   198,961    193,993
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :   -64,551:     5,095      1,798    -40,953    -39,652    -32,417    -75,510    -71,571:    10,959      7,020
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.0       12.7        7.3       50.6       58.5       77.9       78.4:      22.1       21.6
Old  :     100.0:      20.0       12.7        7.3       50.6       58.5       77.9       78.4:      22.1       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       164:        37         32         39         73         80        128        134:
Old  :       164:        37         32         39         73         80        128        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.3       20.2       29.8       34.2       14.9       15.9       21.3       23.7
Old  :                 20.3       20.2       29.8       34.2       14.9       15.9       21.3       23.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   954,863:    50,807    147,752     43,401    700,372    649,342    794,580    840,495:   160,283    114,368
Old  :   954,863:    50,807    147,752     43,401    700,372    649,342    794,580    840,495:   160,283    114,368
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :   -13,280:       160     -4,567     11,643    -56,343    -31,752    -44,540    -24,676:    31,260     11,397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       15.5        4.5       73.3       68.0       83.2       88.0:      16.8       12.0
Old  :     100.0:       5.3       15.5        4.5       73.3       68.0       83.2       88.0:      16.8       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       120:        16         11         20         68         73         97         94:
Old  :       120:        16         11         20         68         73         97         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.9       38.2       36.1       50.9       17.3       35.8       26.4       45.4
Old  :                 23.9       38.2       36.1       50.9       17.3       35.8       26.4       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     1,820:       787        622        166        493        782      1,446      1,570:       374        250
Old  :     1,820:       787        622        166        493        782      1,446      1,570:       374        250
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :      -178:      -106         87       -206        100        -51       -212       -170:        34         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.2       34.2        9.1       27.1       43.0       79.5       86.3:      20.5       13.7
Old  :     100.0:      43.2       34.2        9.1       27.1       43.0       79.5       86.3:      20.5       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:        12          6          7          8          7         24         18:
Old  :        31:        12          6          7          8          7         24         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       56.5       49.8       71.2       33.3       54.3       47.5       65.3
Old  :                 33.8       56.5       49.8       71.2       33.3       54.3       47.5       65.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   439,901:   108,381     40,358     77,282    210,257    291,813    395,920    409,453:    43,981     30,448
Old  :   398,450:   103,883     42,405     67,085    185,901    260,267    356,869    369,757:    41,582     28,693
Other:    41,450:     9,064      2,519      5,631     24,357     31,546     39,051     39,695:     2,399      1,755
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -2,588:    21,022     -3,797     -9,250    -13,040     12,313     -1,268       -735:    -1,320     -1,854
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6        9.2       17.6       47.8       66.3       90.0       93.1:      10.0        6.9
Old  :     100.0:      26.1       10.6       16.8       46.7       65.3       89.6       92.8:      10.4        7.2
Other:     100.0:      21.9        6.1       13.6       58.8       76.1       94.2       95.8:       5.8        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       278:        79         61         90        103         97        237        210:
Old  :       277:        79         65         88        102         94        234        206:
Other:        97:        26         11         24         36         38         69         69:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.3       31.2       20.3       38.1       12.3       28.5       17.9       34.1
Old  :                 13.8       30.8       21.1       38.1       13.2       28.3       19.2       34.3
Other:                 31.2       46.9       52.9       60.8       29.9       39.2       48.6       49.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,095:     1,272      2,377        951      7,166      6,426      9,389      9,754:     1,706      1,341
Old  :    11,044:     1,271      2,377        951      7,130      6,403      9,352      9,731:     1,692      1,313
Other:        51:         1          0          0         36         23         37         23:        14         28
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :      -792:        87       -321       -209       -769       -220       -892       -751:       100        -41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       21.4        8.6       64.6       57.9       84.6       87.9:      15.4       12.1
Old  :     100.0:      11.5       21.5        8.6       64.6       58.0       84.7       88.1:      15.3       11.9
Other:     100.0:       2.0        0.0        0.0       70.6       45.1       72.5       45.1:      27.5       54.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        59:        16         14         13         20         17         40         41:
Old  :        59:        16         14         13         20         17         40         41:
Other:         3:         1          0          0          1          1          2          1:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.9       44.4       58.8       56.2       48.5       39.7       55.9       51.5
Old  :                 49.8       44.4       58.8       56.2       48.8       40.0       56.1       51.9
Other:                 72.5       45.1       72.5       45.1       72.5       45.1       72.5       45.1
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,868,303:   341,894    587,533    101,037  1,281,133  1,007,146  1,724,064  1,695,716:   144,238    172,587
Old  : 1,868,303:   341,894    587,533    101,037  1,281,133  1,007,146  1,724,064  1,695,716:   144,238    172,587
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :  -338,540:   -13,125     -9,308   -122,763   -210,790   -191,473   -346,678   -323,544:     8,138    -14,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       31.4        5.4       68.6       53.9       92.3       90.8:       7.7        9.2
Old  :     100.0:      18.3       31.4        5.4       68.6       53.9       92.3       90.8:       7.7        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       291:        60         68         57        127        119        216        215:
Old  :       291:        60         68         57        127        119        216        215:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 18.8       28.5       30.3       39.9       17.8       25.7       27.6       35.0
Old  :                 18.8       28.5       30.3       39.9       17.8       25.7       27.6       35.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,104,560:   841,900    671,432    393,845  2,357,949  2,311,531  3,593,695  3,376,808:   510,865    727,752
Old  : 4,104,560:   841,900    671,432    393,845  2,357,949  2,311,531  3,593,695  3,376,808:   510,865    727,752
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :  -155,873:    -3,106    -29,223   -161,021   -158,328   -111,527   -322,455   -301,770:   166,582    145,897
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       16.4        9.6       57.4       56.3       87.6       82.3:      12.4       17.7
Old  :     100.0:      20.5       16.4        9.6       57.4       56.3       87.6       82.3:      12.4       17.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       405:        79         96         98        171        199        305        339:
Old  :       405:        79         96         98        171        199        305        339:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       12.0       30.2       18.5       17.3        8.1       25.3       12.3
Old  :                 21.4       12.0       30.2       18.5       17.3        8.1       25.3       12.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   485,745:    58,922     80,775     10,646    318,036    225,938    387,604    317,359:    98,141    168,386
Old  :   485,745:    58,922     80,775     10,646    318,036    225,938    387,604    317,359:    98,141    168,386
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    30,295:    -2,794     13,986       -948     27,525     15,770     23,783     28,808:     6,513      1,487
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       16.6        2.2       65.5       46.5       79.8       65.3:      20.2       34.7
Old  :     100.0:      12.1       16.6        2.2       65.5       46.5       79.8       65.3:      20.2       34.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        80:        10         12         10         47         46         63         62:
Old  :        80:        10         12         10         47         46         63         62:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       19.9       42.7       29.1       30.9       19.5       39.5       27.6
Old  :                 33.3       19.9       42.7       29.1       30.9       19.5       39.5       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,522,097:   613,052    884,487    301,782  2,257,637  1,822,619  3,172,471  3,008,888:   349,625    513,209
Old  : 3,522,097:   613,052    884,487    301,782  2,257,637  1,822,619  3,172,471  3,008,888:   349,625    513,209
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :  -261,515:    -8,404    -40,594    -91,706   -220,810   -177,212   -320,920   -309,511:    59,404     47,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       25.1        8.6       64.1       51.7       90.1       85.4:       9.9       14.6
Old  :     100.0:      17.4       25.1        8.6       64.1       51.7       90.1       85.4:       9.9       14.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       314:        54         79         71        133        151        231        257:
Old  :       314:        54         79         71        133        151        231        257:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       14.9       38.5       24.1       24.2       12.3       33.0       18.6
Old  :                 28.6       14.9       38.5       24.1       24.2       12.3       33.0       18.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,520,306:    69,730    159,607    350,696  1,064,709    949,559  1,485,136  1,459,862:    35,170     60,444
Old  : 1,520,306:    69,730    159,607    350,696  1,064,709    949,559  1,485,136  1,459,862:    35,170     60,444
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    66,927:     8,127     -2,872      1,601     55,839     67,247     65,567     65,976:     1,360        950
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       10.5       23.1       70.0       62.5       97.7       96.0:       2.3        4.0
Old  :     100.0:       4.6       10.5       23.1       70.0       62.5       97.7       96.0:       2.3        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       157:        25         50         53         63         73        122        145:
Old  :       157:        25         50         53         63         73        122        145:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.9       23.7       48.2       34.3       22.0        9.6       27.4       15.2
Old  :                 33.9       23.7       48.2       34.3       22.0        9.6       27.4       15.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    77,570:    39,915      7,100      5,301     20,575     56,037     65,791     68,438:    11,779      9,132
Old  :    77,570:    39,915      7,100      5,301     20,575     56,037     65,791     68,438:    11,779      9,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -1,455:    -2,492        962        702        670     -3,029     -1,121     -1,365:      -334        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        9.2        6.8       26.5       72.2       84.8       88.2:      15.2       11.8
Old  :     100.0:      51.5        9.2        6.8       26.5       72.2       84.8       88.2:      15.2       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        51         22         12         33         30         90         58:
Old  :       124:        51         22         12         33         30         90         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       37.1       35.2       53.6       20.2       35.8       31.7       52.2
Old  :                 22.0       37.1       35.2       53.6       20.2       35.8       31.7       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   155,140:    79,831     14,201     10,602     41,149    112,074    131,582    136,876:    23,558     18,264
Old  :   155,140:    79,831     14,201     10,602     41,149    112,074    131,582    136,876:    23,558     18,264
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -2,910:    -4,984      1,924      1,404      1,339     -6,058     -2,241     -2,730:      -668       -180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.5        9.2        6.8       26.5       72.2       84.8       88.2:      15.2       11.8
Old  :     100.0:      51.5        9.2        6.8       26.5       72.2       84.8       88.2:      15.2       11.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       124:        51         22         12         33         30         90         58:
Old  :       124:        51         22         12         33         30         90         58:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       37.1       35.2       53.6       20.2       35.8       31.7       52.2
Old  :                 22.0       37.1       35.2       53.6       20.2       35.8       31.7       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    82,276:    67,596     82,024        251     14,305          0     82,152     82,275:       124          1
Old  :    82,276:    67,596     82,024        251     14,305          0     82,152     82,275:       124          1
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :    -5,320:    -5,334     -5,318          0          1          0     -5,333     -5,318:        13         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      82.2       99.7        0.3       17.4        0.0       99.8      100.0:       0.2        0.0
Old  :     100.0:      82.2       99.7        0.3       17.4        0.0       99.8      100.0:       0.2        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        29          9          2          2          0         32         10:
Old  :        40:        29          9          2          2          0         32         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.5       94.0       91.2       99.6       72.3       94.0       91.0       99.5
Old  :                 72.5       94.0       91.2       99.6       72.3       94.0       91.0       99.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                    Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    27,643:    13,001      5,942          5     14,615     21,609     27,621     27,556:        22         87
Old  :    27,643:    13,001      5,942          5     14,615     21,609     27,621     27,556:        22         87
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :      -469:      -579        -63          0        110       -356       -469       -419:         0        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       21.5        0.0       52.9       78.2       99.9       99.7:       0.1        0.3
Old  :     100.0:      47.0       21.5        0.0       52.9       78.2       99.9       99.7:       0.1        0.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        49:        10         15          1          7         19         17         35:
Old  :        49:        10         15          1          7         19         17         35:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 80.3       37.8       94.3       64.0       80.3       37.8       94.3       64.0
Old  :                 80.3       37.8       94.3       64.0       80.3       37.8       94.3       64.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                                                     Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 28, 2017                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    24,322:    21,244      5,865        386      2,654     17,900     24,284     24,151:        38        171
Old  :    24,322:    21,244      5,865        386      2,654     17,900     24,284     24,151:        38        171
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 21, 2017                    :
     :       258:       126        149         29        117         14        272        192:       -14         66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.3       24.1        1.6       10.9       73.6       99.8       99.3:       0.2        0.7
Old  :     100.0:      87.3       24.1        1.6       10.9       73.6       99.8       99.3:       0.2        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         4         12          2          3         12          9         24:
Old  :        30:         4         12          2          3         12          9         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.2       52.2       99.7       76.5       96.1       52.2       96.6       76.4
Old  :                 97.2       52.2       99.7       76.5       96.1       52.2       96.6       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 1, 2017