WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      652,326
COMMITMENTS
 149,356  268,706  195,311  259,116  141,482  603,784  605,499   48,543   46,828

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      7,978)
  -1,433       39    5,005    5,088    3,240    8,660    8,285     -683     -307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     41.2     29.9     39.7     21.7     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      475)
     147      171      163      114      109      352      365                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      344,410
COMMITMENTS
 103,648  119,767   60,990  152,993  140,548  317,631  321,305   26,780   23,106

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      5,184)
   3,024      376     -246    1,432    4,508    4,209    4,638      975      546

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     34.8     17.7     44.4     40.8     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      296)
     101       73       85       88       79      227      208                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:    1,880,411
COMMITMENTS
 344,437  494,244  470,004  822,342  702,635  1636783  1666883  243,628  213,528

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     44,228)
   1,349   22,963   23,148   12,685     -386   37,182   45,726    7,046   -1,497

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3     26.3     25.0     43.7     37.4     87.0     88.6     13.0     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      825)
     204      175      211      356      350      669      644                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:        6,921
COMMITMENTS
   2,569      380      633    1,930    4,809    5,132    5,821    1,789    1,100

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:         62)
     -62       32       33      300      -25      270       40     -208       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1      5.5      9.1     27.9     69.5     74.2     84.1     25.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       9        6        7        8       11       21       20                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS)                         OPEN INTEREST:      893,209
COMMITMENTS
 133,764  147,312  229,161  465,952  412,636  828,877  789,108   64,333  104,101

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     46,590)
 -12,885   41,056   24,915   31,128  -21,759   43,158   44,213    3,432    2,377

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0     16.5     25.7     52.2     46.2     92.8     88.3      7.2     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      624)
     176      166      248      208      219      513      535                  
 
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                 Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS)                         OPEN INTEREST:      500,990
COMMITMENTS
 121,329   89,817  117,688  228,050  264,202  467,068  471,708   33,923   29,282

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      6,689)
  -1,122    5,734    5,340    2,086   -4,506    6,304    6,568      385      121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2     17.9     23.5     45.5     52.7     93.2     94.2      6.8      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      324)
      98       86      120       98       91      266      249                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      929,073
COMMITMENTS
 207,253   84,414  100,762  456,715  569,785  764,730  754,961  164,343  174,112

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     41,484)
   2,662  -13,890   20,595   17,485   29,811   40,743   36,516      741    4,968

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      9.1     10.8     49.2     61.3     82.3     81.3     17.7     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      187)
      45       35       46       86       87      149      150                  
 
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                   Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      889,850
COMMITMENTS
  59,639  166,224   11,190  692,843  617,949  763,671  795,363  126,179   94,487

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:    -10,354)
   5,711    5,553   -2,972     -567  -14,967    2,172  -12,385  -12,526    2,031

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7     18.7      1.3     77.9     69.4     85.8     89.4     14.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      18       12       14       62       71       87       90                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS)                   OPEN INTEREST:        2,748
COMMITMENTS
     695    1,161      326    1,265      695    2,286    2,182      462      566

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        403)
     -38      225        9      315       56      286      290      117      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.3     42.2     11.9     46.0     25.3     83.2     79.4     16.8     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      10        7        6        8        8       19       21                  
 
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS)                              OPEN INTEREST:      445,181
COMMITMENTS
 111,697   32,568   80,784  208,902  304,524  401,384  417,876   43,797   27,304

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:    -11,561)
 -16,496    2,659    1,913    7,221  -15,440   -7,361  -10,868   -4,199     -693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.1      7.3     18.1     46.9     68.4     90.2     93.9      9.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      94       52       93      102       94      244      203                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       11,850
COMMITMENTS
   1,370    2,503    1,222    7,499    6,690   10,091   10,415    1,759    1,434

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:        387)
     -83      399      195      473      -93      585      501     -198     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6     21.1     10.3     63.3     56.5     85.2     87.9     14.8     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      13       17       16       23       18       46       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE)                   OPEN INTEREST:    1,842,711
COMMITMENTS
 406,078  578,035   96,553  1220616  998,793  1723247  1673381  119,463  169,330

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     21,404)
  -3,189    6,560   -2,140   23,609   22,067   18,280   26,487    3,123   -5,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0     31.4      5.2     66.2     54.2     93.5     90.8      6.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      301)
      53       70       43      130      126      207      215                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,941,936
COMMITMENTS
 680,619  714,095  450,542  2457645  2222743  3588806  3387381  353,130  554,555

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     64,997)
-106,908    7,686   35,602  129,538   24,748   58,232   68,036    6,764   -3,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3     18.1     11.4     62.3     56.4     91.0     85.9      9.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      407)
      83       91       98      174      201      305      342                  
 
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                  Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:      512,438
COMMITMENTS
  80,613   73,168    7,193  336,922  284,364  424,728  364,725   87,710  147,713

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:      5,190)
   2,779    5,221   -1,771    5,409    6,303    6,417    9,753   -1,227   -4,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.7     14.3      1.4     65.7     55.5     82.9     71.2     17.1     28.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      10       12       10       48       49       64       65                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE)                   OPEN INTEREST:    3,249,773
COMMITMENTS
 547,072  927,740  250,175  2200728  1624569  2997974  2802484  251,799  447,289

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     40,539)
  -4,735   41,045   14,706   32,272  -25,778   42,243   29,972   -1,703   10,567

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8     28.5      7.7     67.7     50.0     92.3     86.2      7.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      315)
      51       77       65      134      156      227      256                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000)                            OPEN INTEREST:    1,458,430
COMMITMENTS
 116,921  191,891  312,909  1000530  899,454  1430360  1404254   28,070   54,176

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:    -22,243)
  10,913     -897  -24,101   -3,548    6,398  -16,736  -18,600   -5,507   -3,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0     13.2     21.5     68.6     61.7     98.1     96.3      1.9      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      151)
      26       45       58       66       67      128      141                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX)                                   OPEN INTEREST:       73,631
COMMITMENTS
  40,086    5,763    4,233   17,062   56,908   61,382   66,904   12,249    6,727

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:    -15,194)
  -2,027      213   -2,084  -11,235  -11,309  -15,346  -13,180      151   -2,014

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4      7.8      5.7     23.2     77.3     83.4     90.9     16.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      47       19       12       29       31       80       58                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX)                                    OPEN INTEREST:      147,263
COMMITMENTS
  80,172   11,526    8,467   34,125  113,815  122,764  133,808   24,499   13,454

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:    -30,388)
  -4,053      426   -4,168  -22,470  -22,619  -30,691  -26,361      303   -4,028

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.4      7.8      5.7     23.2     77.3     83.4     90.9     16.6      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      115)
      47       19       12       29       31       80       58                  
 
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                   Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($100 X INDEX)                                       OPEN INTEREST:       72,726
COMMITMENTS
  39,859   50,726   21,979   10,779        0   72,617   72,705      109       21

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     16,722)
  -1,375   -2,677   19,419   -1,339        0   16,705   16,742       17      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    54.8     69.7     30.2     14.8      0.0     99.9    100.0      0.1      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
      25       10        5        3        0       32       11                  
 
 
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                 Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       24,457
COMMITMENTS
   9,829    5,875        0   14,616   18,480   24,445   24,355       12      102

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     -2,084)
  -1,178      191      -42     -861   -2,220   -2,081   -2,071       -3      -13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.2     24.0      0.0     59.8     75.6    100.0     99.6      0.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       50)
       9       16        0        9       18       18       34                  
 
 
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE                  Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000)                         OPEN INTEREST:       20,248
COMMITMENTS
  17,970    4,557        1    2,261   15,613   20,232   20,171       16       77

CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST:     -2,551)
  -2,524      126     -135      154   -2,513   -2,505   -2,522      -46      -29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    88.7     22.5      0.0     11.2     77.1     99.9     99.6      0.1      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       6       13        1        5       13       12       26                  



Updated December 22, 2017