WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      697,047
COMMITMENTS
 150,568  231,602  240,173  257,535  176,138  648,276  647,913   48,771   49,134

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -6,991)
   2,760    2,588   -4,978   -4,665   -4,459   -6,883   -6,849     -108     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.6     33.2     34.5     36.9     25.3     93.0     93.0      7.0      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      453)
     130      168      173      110      113      354      357                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      332,484
COMMITMENTS
  97,813  106,738   59,877  147,872  140,902  305,562  307,518   26,922   24,966

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      1,082)
  -2,803    6,806   -1,969    4,176   -3,822     -596    1,015    1,678       68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4     32.1     18.0     44.5     42.4     91.9     92.5      8.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
      97       71       85      100       83      232      211                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    2,082,562
COMMITMENTS
 346,461  494,749  563,156  921,127  785,967  1830744  1843872  251,818  238,690

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    -45,273)
   5,070  -13,477  -11,286  -32,198   -2,461  -38,414  -27,224   -6,858  -18,049

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     23.8     27.0     44.2     37.7     87.9     88.5     12.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      831)
     215      185      224      366      352      693      665                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        8,910
COMMITMENTS
   3,310      284    1,241    1,961    6,200    6,512    7,726    2,398    1,184

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -524)
      12      131     -354     -221     -334     -562     -556       39       33

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1      3.2     13.9     22.0     69.6     73.1     86.7     26.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      18        7       10       11       11       35       22                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      833,552
COMMITMENTS
 142,719  108,692  211,802  418,897  421,297  773,418  741,792   60,134   91,760

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      8,801)
 -11,553   -9,098    3,800   13,237   16,778    5,485   11,480    3,317   -2,679

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     13.0     25.4     50.3     50.5     92.8     89.0      7.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      622)
     153      180      241      197      225      496      529                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      515,462
COMMITMENTS
 121,223   55,430  136,407  223,170  295,218  480,799  487,054   34,662   28,407

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      7,223)
  -2,796    1,677      648   10,466    3,331    8,318    5,656   -1,095    1,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.5     10.8     26.5     43.3     57.3     93.3     94.5      6.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      97       76      120       86       85      256      235                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      964,498
COMMITMENTS
 174,660  112,091  106,628  495,207  558,805  776,495  777,524  188,002  186,973

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     54,621)
  10,074   -7,325   18,418    2,884   37,560   31,376   48,653   23,244    5,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     11.6     11.1     51.3     57.9     80.5     80.6     19.5     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      170)
      34       40       44       77       81      137      139                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      968,142
COMMITMENTS
  50,647  152,319   31,758  756,714  681,095  839,120  865,172  129,023  102,971

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     35,065)
  -1,252   -1,896   -4,262   29,923   35,109   24,409   28,951   10,656    6,114

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     15.7      3.3     78.2     70.4     86.7     89.4     13.3     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      14       11       16       68       72       93       90                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        1,998
COMMITMENTS
     893      535      372      393      833    1,658    1,740      340      258

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -166)
    -139     -195        5       46      -80      -88     -270      -78      104

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.7     26.8     18.6     19.7     41.7     83.0     87.1     17.0     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      12        5        9        7        7       24       19                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      442,489
COMMITMENTS
  87,358   44,155   86,532  223,298  279,500  397,188  410,187   45,301   32,302

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:      4,996)
   2,844   -6,510    2,490       86   13,862    5,419    9,842     -423   -4,845

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7     10.0     19.6     50.5     63.2     89.8     92.7     10.2      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      79       63       96      108      101      238      221                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,887
COMMITMENTS
   1,184    2,698    1,161    7,936    6,646   10,281   10,505    1,607    1,383

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        -47)
     128     -574      -65       26      621       89      -19     -136      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     22.7      9.8     66.8     55.9     86.5     88.4     13.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      14       17       13       21       16       40       42                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    2,206,843
COMMITMENTS
 355,019  596,841  223,800  1491924  1198619  2070742  2019259  136,100  187,583

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    162,002)
  35,767   68,781   56,637   56,077   27,474  148,481  152,892   13,521    9,110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1     27.0     10.1     67.6     54.3     93.8     91.5      6.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
      60       67       53      132      127      220      220                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    4,260,432
COMMITMENTS
 845,006  700,654  554,866  2516277  2423058  3916150  3678578  344,283  581,854

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    194,427)
  68,852    9,253   40,006   80,646  123,253  189,504  172,512    4,924   21,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.8     16.4     13.0     59.1     56.9     91.9     86.3      8.1     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      435)
      84      106      112      187      214      334      370                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      455,450
COMMITMENTS
  61,716   66,789   11,594  290,511  210,168  363,821  288,551   91,628  166,899

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     18,114)
   8,834   -2,883    3,978    4,706   -2,298   17,518   -1,203      596   19,317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     14.7      2.5     63.8     46.1     79.9     63.4     20.1     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      10       10       11       44       45       60       60                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,783,612
COMMITMENTS
 621,456  925,081  393,488  2478447  1999830  3493391  3318399  290,221  465,213

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:    300,635)
 -50,985   21,480  111,650  216,263  129,741  276,927  262,871   23,708   37,764

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     24.4     10.4     65.5     52.9     92.3     87.7      7.7     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      327)
      60       78       73      139      158      239      269                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,453,379
COMMITMENTS
  61,603  162,479  349,095  1008871  882,312  1419569  1393886   33,810   59,493

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     46,228)
 -14,234  -18,401   37,026   22,262   32,965   45,055   51,591    1,173   -5,362

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2     11.2     24.0     69.4     60.7     97.7     95.9      2.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      156)
      19       56       51       63       72      118      145                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       79,025
COMMITMENTS
  42,408    6,138    4,599   19,905   59,066   66,912   69,803   12,113    9,222

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -1,346)
  -2,932    1,308    1,496      711   -3,771     -725     -968     -621     -379

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.7      7.8      5.8     25.2     74.7     84.7     88.3     15.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      55       18       10       30       33       88       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      158,049
COMMITMENTS
  84,815   12,276    9,198   39,810  118,131  133,823  139,605   24,226   18,444

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -2,693)
  -5,865    2,615    2,992    1,422   -7,543   -1,451   -1,935   -1,242     -758

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.7      7.8      5.8     25.2     74.7     84.7     88.3     15.3     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      55       18       10       30       33       88       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       87,596
COMMITMENTS
  72,930   87,342      251   14,304        0   87,485   87,593      111        3

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:     -7,409)
  -7,583   -7,399      166       37        0   -7,380   -7,233      -29     -176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    83.3     99.7      0.3     16.3      0.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      27        9        2        2        0       30       10                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       28,112
COMMITMENTS
  13,580    6,005        5   14,505   21,965   28,090   27,975       22      137

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:       -745)
    -524      801        0     -200   -1,575     -724     -774      -21       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.3     21.4      0.0     51.6     78.1     99.9     99.5      0.1      0.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      11       14        1        7       19       18       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/21/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,064
COMMITMENTS
  21,118    5,716      357    2,537   17,886   24,012   23,959       52      105

CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST:        478)
      81      476      -24      428       34      485      486       -7       -8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    87.8     23.8      1.5     10.5     74.3     99.8     99.6      0.2      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4       15        1        3       12        8       27                  



Updated November 24, 2017