STATEMENT OF SEGREGATION REQUIREMENTS AND FUNDS IN SEGREGATION FOR CUSTOMERS TRADING ON U.S.

 COMMODITY EXCHANGES
SEGREGATION REQUIREMENTS (Section 4d(2) of the CEAct) FUNDS IN SEGREGATED ACCOUNTS

 8. Margins on   9. Net  16. Excess 

 3. Exchange   C. Securities  deposit with   C. Securities  settlement   C. Securities  (deficiency) 
traded options                                      5. Accounts  held for  derivatives  held for  from (to)   10. Exchange  held for   14. Excess  15.  funds in 
A. Add market  B. Deduct  liquidating to a   Less: amount   7. Deposited in   B. Securities  particular  clearing   B. Securities  particular  derivatives  traded options                                 11. Net   B. Securities  particular   13. Total  (deficiency)  Management  segregation      
 2. Net  value of open  market value of   4. Net equity  defict and  offset by   6. Amount  segregated  representing  customers or  organizations  representing  customers or  clearing  A. Value of  B. Value of  equities with  representing  customers or  amount in  funds in  Target Amount  over /(under) 
 1. Net ledger                   unrealized profit  option  open option  (deficit)               accounts with a  customer  required to be  funds bank  investments of  option  of contract  investments of  option  organizations  open long  open short  other FCMs    A.  investments of  option   12. Segregated  segregation  segregation  for Excess  Management 
balance                B. Securities (at  (loss) in open  contracts  contracts             (add line 1, 2,  debit balances ‐  owned  segregated (add  accounts              customers  customers in  markets            customers  customers in  of contract  option  option  Net liquidating  customers  customers in  funds on hand  (add lines 7  (subtract line 6  funds in  Target Amount 
Date A. Cash                   market)  futures contracts  purchased  granted (sold)  and 3)   gross amount  securities  lines 4 and 5)  A. Cash  funds  lieu of cash  A. Cash  funds  lieu of cash  markets  contracts  contracts  equity  funds  lieu of cash  (describe)  through 12)  from line 13)  segregation Excess
12/3/2018 $    200,891,386 $                        ‐ $        (3,497,626) $     19,126,049 $    (47,657,674) $  168,862,135 $          2,042,911 $                       ‐ $    170,905,046 $    97,202,927 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  146,916,739 $    24,967,501 $                       ‐ $                         ‐ $   269,087,167 $       98,182,121 $    50,000,000 $      48,182,121
12/4/2018 $    199,758,931 $                        ‐ $     (26,665,078) $     22,256,608 $    (55,445,695) $  139,904,766 $          7,901,184 $                       ‐ $    147,805,950 $  104,144,756 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  111,329,203 $    24,969,000 $                       ‐ $                         ‐ $   240,442,959 $       92,637,009 $    50,000,000 $      42,637,009
12/5/2018 $    246,885,254 $                        ‐ $     (26,425,215) $     23,334,736 $    (55,692,078) $  188,102,697 $             585,819 $                       ‐ $    188,688,516 $  116,440,141 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  147,317,751 $    24,969,000 $                       ‐ $                         ‐ $   288,726,892 $     100,038,376 $    50,000,000 $      50,038,376
12/6/2018 $    236,029,649 $                        ‐ $     (28,205,708) $     26,488,520 $    (60,078,151) $  174,234,310 $          2,411,325 $                       ‐ $    176,645,635 $  110,435,110 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  139,818,675 $    24,969,749 $                       ‐ $                         ‐ $   275,223,534 $       98,577,899 $    50,000,000 $      48,577,899
12/7/2018 $    233,856,702 $                        ‐ $     (36,198,132) $     27,724,676 $    (60,821,911) $  164,561,335 $          3,825,947 $                       ‐ $    168,387,282 $  102,030,309 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  138,897,179 $    24,972,000 $                       ‐ $                         ‐ $   265,899,488 $       97,512,206 $    50,000,000 $      47,512,206
12/10/2018 $    245,856,678 $                        ‐ $     (36,217,619) $     25,858,292 $    (58,847,784) $  176,649,567 $          2,341,266 $                       ‐ $    178,990,833 $  112,979,400 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  140,338,701 $    24,972,750 $                       ‐ $                         ‐ $   278,290,851 $       99,300,018 $    50,000,000 $      49,300,018
12/11/2018 $    249,397,204 $                        ‐ $     (31,853,723) $     23,394,519 $    (53,127,928) $  187,810,072 $          1,714,403 $                       ‐ $    189,524,475 $  110,484,138 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  154,281,481 $    24,973,499 $                       ‐ $                         ‐ $   289,739,118 $     100,214,643 $    50,000,000 $      50,214,643
12/12/2018 $    235,271,671 $                        ‐ $     (27,103,232) $     21,728,344 $    (48,917,366) $  180,979,417 $          1,719,253 $                       ‐ $    182,698,670 $  101,058,671 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  150,418,572 $    24,974,251 $                       ‐ $                         ‐ $   276,451,494 $       93,752,824 $    50,000,000 $      43,752,824
12/13/2018 $    228,922,687 $                        ‐ $     (22,128,538) $     20,216,658 $    (44,751,410) $  182,259,397 $          1,541,215 $                       ‐ $    183,800,612 $  108,297,451 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  144,689,468 $    24,975,000 $                       ‐ $                         ‐ $   277,961,919 $       94,161,307 $    50,000,000 $      44,161,307
12/14/2018 $    215,960,024 $                        ‐ $     (35,900,384) $     20,811,891 $    (48,005,996) $  152,865,535 $          1,927,536 $                       ‐ $    154,793,071 $  100,662,361 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  123,199,477 $    24,977,249 $                       ‐ $                         ‐ $   248,839,087 $       94,046,016 $    50,000,000 $      44,046,016
12/17/2018 $    221,552,079 $                        ‐ $     (42,353,555) $     26,748,584 $    (59,532,819) $  146,414,289 $          2,725,276 $                       ‐ $    149,139,565 $  107,051,445 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  110,659,781 $    24,978,001 $                       ‐ $                         ‐ $   242,689,227 $       93,549,662 $    50,000,000 $      43,549,662
12/18/2018 $    234,528,680 $                        ‐ $     (40,310,573) $     30,068,594 $    (68,974,639) $  155,312,062 $          2,234,473 $                       ‐ $    157,546,535 $  108,594,647 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  118,283,354 $    24,978,750 $                       ‐ $                         ‐ $   251,856,751 $       94,310,216 $    50,000,000 $      44,310,216
12/19/2018 $    227,209,437 $                        ‐ $     (37,726,379) $     31,358,647 $    (69,298,582) $  151,543,123 $          4,999,614 $                       ‐ $    156,542,737 $    96,097,348 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  127,313,743 $    24,979,500 $                       ‐ $                         ‐ $   248,390,591 $       91,847,854 $    50,000,000 $      41,847,854
12/20/2018 $    223,345,893 $                        ‐ $     (26,772,067) $     34,550,873 $    (76,806,699) $  154,318,000 $          2,121,783 $                       ‐ $    156,439,783 $  106,281,966 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  120,287,758 $    24,980,249 $                       ‐ $                         ‐ $   251,549,973 $       95,110,190 $    50,000,000 $      45,110,190
12/21/2018 $    223,293,836 $                        ‐ $     (43,706,638) $     35,546,436 $    (80,714,196) $  134,419,438 $          3,890,854 $                       ‐ $    138,310,292 $    97,585,025 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  109,426,619 $    24,982,500 $                       ‐ $                         ‐ $   231,994,144 $       93,683,852 $    50,000,000 $      43,683,852
12/24/2018 $    230,685,701 $                        ‐ $     (50,401,012) $     46,308,768 $    (97,144,803) $  129,448,654 $          3,121,097 $                       ‐ $    132,569,751 $  102,251,777 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  100,013,990 $    24,984,249 $                       ‐ $                         ‐ $   227,250,016 $       94,680,265 $    50,000,000 $      44,680,265
12/25/2018 $    230,685,701 $                        ‐ $     (50,401,012) $     46,308,768 $    (97,144,803) $  129,448,654 $          3,121,097 $                       ‐ $    132,569,751 $  102,251,777 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  100,013,966 $    24,984,249 $                       ‐ $                         ‐ $   227,249,992 $       94,680,241 $    50,000,000 $      44,680,241
12/26/2018 $    201,407,478 $                        ‐ $     (19,664,740) $     27,502,091 $    (62,650,932) $  146,593,897 $          8,496,537 $                       ‐ $    155,090,434 $    55,933,995 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  163,795,746 $    24,985,001 $                       ‐ $                         ‐ $   244,714,742 $       89,624,308 $    50,000,000 $      39,624,308
12/27/2018 $    213,040,740 $                        ‐ $     (19,565,313) $     28,731,832 $    (62,907,231) $  159,300,028 $          4,125,907 $                       ‐ $    163,425,935 $  122,873,279 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  109,858,345 $    24,985,750 $                       ‐ $                         ‐ $   257,717,374 $       94,291,439 $    50,000,000 $      44,291,439
12/28/2018 $    200,278,746 $                        ‐ $     (17,168,423) $     24,750,094 $    (55,416,996) $  152,443,421 $          2,699,042 $                       ‐ $    155,142,463 $  114,367,276 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  111,835,462 $    24,988,001 $                       ‐ $                         ‐ $   251,190,739 $       96,048,276 $    50,000,000 $      46,048,276
12/31/2018 $    187,404,511 $                        ‐ $     (16,463,899) $     20,932,464 $    (48,813,574) $  143,059,502 $          1,225,749 $                       ‐ $    144,285,251 $  104,924,002 $                       ‐ $                       ‐ $                       ‐ $                      ‐ $                       ‐ $                       ‐ $                       ‐ $                     ‐ $  112,098,929 $    24,989,750 $                       ‐ $                         ‐ $   242,012,681 $       97,727,430 $    50,000,000 $      47,727,430