WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :   604,140:   110,363    112,156    265,567    190,604    180,237    566,533    557,960:    37,606     46,180
Old  :   584,788:   105,807    111,275    259,191    186,147    172,265    551,145    542,731:    33,642     42,057
Other:    19,352:     9,294      5,620      1,637      4,457      7,972     15,388     15,229:     3,964      4,123
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :     8,326:   -11,177    -17,863     24,110     -4,219      2,145      8,714      8,392:      -388        -66
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       18.6       44.0       31.5       29.8       93.8       92.4:       6.2        7.6
Old  :     100.0:      18.1       19.0       44.3       31.8       29.5       94.2       92.8:       5.8        7.2
Other:     100.0:      48.0       29.0        8.5       23.0       41.2       79.5       78.7:      20.5       21.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       385:       123        131        153         96        115        303        320:
Old  :       382:       126        126        151         95        115        300        317:
Other:       104:        27         20         16         24         44         59         75:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.9       11.2       20.7       18.9        7.0        6.5       10.9       10.7
Old  :                 13.2       11.2       21.1       19.1        7.1        6.5       11.1       10.7
Other:                 29.6       29.7       45.6       41.8       29.6       29.6       45.6       41.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    23,716:     7,904        349      2,620     12,856     19,965     23,380     22,934:       336        781
Old  :    23,716:     7,904        349      2,620     12,856     19,965     23,380     22,934:       336        781
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :     2,178:     2,270         23       -621        504      2,755      2,153      2,157:        25         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3        1.5       11.0       54.2       84.2       98.6       96.7:       1.4        3.3
Old  :     100.0:      33.3        1.5       11.0       54.2       84.2       98.6       96.7:       1.4        3.3
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  :        30:         7          2          4         18         14         26         19:
Old  :        30:         7          2          4         18         14         26         19:
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  :                 44.2       57.3       65.9       76.3       34.6       38.8       46.6       49.6
Old  :                 44.2       57.3       65.9       76.3       34.6       38.8       46.6       49.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :   335,398:    67,498     77,192    115,743    122,942    118,374    306,184    311,308:    29,214     24,090
Old  :   324,849:    67,637     74,652    112,962    115,837    114,769    296,436    302,383:    28,413     22,467
Other:    10,548:     1,760      4,439        882      7,105      3,604      9,748      8,925:       801      1,623
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -19,915:    -5,340    -19,491     -1,440     -9,973     -1,172    -16,752    -22,103:    -3,163      2,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.1       23.0       34.5       36.7       35.3       91.3       92.8:       8.7        7.2
Old  :     100.0:      20.8       23.0       34.8       35.7       35.3       91.3       93.1:       8.7        6.9
Other:     100.0:      16.7       42.1        8.4       67.4       34.2       92.4       84.6:       7.6       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       257:        79         62         81         89         87        209        198:
Old  :       255:        77         61         81         89         85        208        195:
Other:        71:        16         10         10         18         33         37         52:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       15.6       20.5       24.6        8.4       11.4       14.2       17.3
Old  :                 13.0       15.6       21.1       24.7        9.1       13.1       15.0       19.2
Other:                 68.9       51.2       81.7       66.8       68.5       50.7       75.5       63.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,549,467:   402,441    212,855    813,567    961,203  1,234,412  2,177,211  2,260,834:   372,256    288,633
Old  : 1,420,307:   263,769    261,629    470,121    498,706    583,843  1,232,597  1,315,594:   187,710    104,713
Other: 1,129,160:   245,827     58,380    236,291    462,496    650,569    944,614    945,240:   184,546    183,919
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    53,641:     2,607   -119,646     54,557     11,714    106,598     68,878     41,509:   -15,237     12,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8        8.3       31.9       37.7       48.4       85.4       88.7:      14.6       11.3
Old  :     100.0:      18.6       18.4       33.1       35.1       41.1       86.8       92.6:      13.2        7.4
Other:     100.0:      21.8        5.2       20.9       41.0       57.6       83.7       83.7:      16.3       16.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       960:       265        161        286        434        440        833        769:
Old  :       864:       208        170        212        385        364        700        643:
Other:       787:       202        113        144        320        393        586        595:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.8        9.7       15.4       15.6        4.5        5.3        7.3        9.4
Old  :                  8.5        9.7       14.3       17.1        5.5        7.5        9.2       12.1
Other:                 11.9       11.8       19.8       20.0        7.5        7.5       11.9       12.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :     7,959:     3,700        198        633      1,276      5,649      5,609      6,480:     2,351      1,479
Old  :     7,959:     3,700        198        633      1,276      5,649      5,609      6,480:     2,351      1,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :      -144:       118        -53        -65        -89         48        -37        -70:      -107        -73
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.5        2.5        8.0       16.0       71.0       70.5       81.4:      29.5       18.6
Old  :     100.0:      46.5        2.5        8.0       16.0       71.0       70.5       81.4:      29.5       18.6
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  :        36:        18          4          6         10         11         31         19:
Old  :        36:        18          4          6         10         11         31         19:
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  :                 32.9       46.1       46.1       70.0       31.6       42.0       42.8       62.7
Old  :                 32.9       46.1       46.1       70.0       31.6       42.0       42.8       62.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :   960,273:   114,346    183,489    332,506    452,589    357,518    899,440    873,512:    60,833     86,761
Old  :   516,998:   140,567    156,059    125,529    217,935    196,163    484,031    477,751:    32,967     39,247
Other:   443,275:    61,044    114,696    119,711    234,653    161,355    415,409    395,762:    27,866     47,513
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    -1,668:    -4,711    -37,805     11,177     -4,564     20,627      1,901     -6,001:    -3,569      4,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       19.1       34.6       47.1       37.2       93.7       91.0:       6.3        9.0
Old  :     100.0:      27.2       30.2       24.3       42.2       37.9       93.6       92.4:       6.4        7.6
Other:     100.0:      13.8       25.9       27.0       52.9       36.4       93.7       89.3:       6.3       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       616:       154        176        224        199        227        487        520:
Old  :       555:       174        138        133        164        192        392        412:
Other:       500:       106        149        140        151        201        349        407:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 15.3       11.1       23.6       18.3       10.8        6.6       16.1       11.0
Old  :                 13.8       15.8       24.2       23.8       12.8       10.5       21.1       16.2
Other:                 20.3       12.7       30.1       20.6       16.7        9.7       24.0       15.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :   550,353:   120,811    136,553    137,012    257,452    246,916    515,275    520,481:    35,078     29,872
Old  :   298,037:   119,869    125,439     52,816    107,838     99,958    280,523    278,213:    17,514     19,823
Other:   252,316:    60,902     71,073     24,237    149,614    146,958    234,753    242,267:    17,564     10,049
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -31,420:      -891     -9,996    -16,807    -11,839     -4,015    -29,537    -30,818:    -1,883       -603
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.0       24.8       24.9       46.8       44.9       93.6       94.6:       6.4        5.4
Old  :     100.0:      40.2       42.1       17.7       36.2       33.5       94.1       93.3:       5.9        6.7
Other:     100.0:      24.1       28.2        9.6       59.3       58.2       93.0       96.0:       7.0        4.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       347:       106        100        121         98         88        274        262:
Old  :       311:        97        100         82         79         73        215        222:
Other:       236:        81         55         59         71         62        179        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.0       20.7       20.6       28.3        8.3       17.0       13.7       22.4
Old  :                 18.7       12.7       27.5       21.4       17.0       12.0       25.3       20.6
Other:                 18.5       32.4       27.7       44.9       17.6       28.7       26.2       40.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,174,892:   129,875    173,171    169,654    673,833    674,292    973,362  1,017,116:   201,530    157,776
Old  : 1,174,892:   129,875    173,171    169,654    673,833    674,292    973,362  1,017,116:   201,530    157,776
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :     8,004:    -9,162     -2,166     22,474      1,805    -26,469     15,116     -6,162:    -7,111     14,166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       14.7       14.4       57.4       57.4       82.8       86.6:      17.2       13.4
Old  :     100.0:      11.1       14.7       14.4       57.4       57.4       82.8       86.6:      17.2       13.4
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  :       188:        35         40         48         91         88        153        149:
Old  :       188:        35         40         48         91         88        153        149:
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  :                 19.9       26.1       27.8       36.5       15.9       23.3       21.4       30.6
Old  :                 19.9       26.1       27.8       36.5       15.9       23.3       21.4       30.6
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,155,008:    79,498    399,039     32,463    866,398    636,468    978,359  1,067,970:   176,649     87,038
Old  : 1,155,008:    79,498    399,039     32,463    866,398    636,468    978,359  1,067,970:   176,649     87,038
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -100,597:    -3,401     -9,025    -46,575    -48,828    -35,568    -98,804    -91,169:    -1,792     -9,428
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       34.5        2.8       75.0       55.1       84.7       92.5:      15.3        7.5
Old  :     100.0:       6.9       34.5        2.8       75.0       55.1       84.7       92.5:      15.3        7.5
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  :       134:        23         21         19         71         68        102        100:
Old  :       134:        23         21         19         71         68        102        100:
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  :                 32.8       34.6       42.3       50.9       26.3       33.1       34.8       48.5
Old  :                 32.8       34.6       42.3       50.9       26.3       33.1       34.8       48.5
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :   529,467:    82,947     56,043    141,777    254,255    300,493    478,979    498,313:    50,487     31,154
Old  :   293,245:    80,505     63,179     57,158    124,235    152,909    261,898    273,247:    31,346     19,998
Other:   236,222:    45,519     35,940     41,543    130,020    147,584    217,081    225,067:    19,141     11,156
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    -7,978:      -359    -24,560       -379     -3,195     19,027     -3,933     -5,912:    -4,044     -2,066
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       10.6       26.8       48.0       56.8       90.5       94.1:       9.5        5.9
Old  :     100.0:      27.5       21.5       19.5       42.4       52.1       89.3       93.2:      10.7        6.8
Other:     100.0:      19.3       15.2       17.6       55.0       62.5       91.9       95.3:       8.1        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        81         58        100        105        105        243        221:
Old  :       268:        87         53         72         96         89        210        189:
Other:       211:        56         47         59         83         74        174        147:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       23.6       19.1       33.1        9.2       17.0       13.5       24.7
Old  :                 12.8       23.0       20.0       32.1       11.9       21.5       18.0       29.6
Other:                 17.9       26.8       27.2       40.2       10.5       20.5       18.6       29.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :     8,732:     1,612      1,618        652      4,513      5,144      6,777      7,414:     1,955      1,317
Old  :     7,012:     1,521      1,406        395      3,725      4,302      5,641      6,102:     1,371        909
Other:     1,720:       208        329        140        788        843      1,136      1,312:       585        408
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :       514:       385       -516         17        -42        922        360        423:       154         91
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       18.5        7.5       51.7       58.9       77.6       84.9:      22.4       15.1
Old  :     100.0:      21.7       20.1        5.6       53.1       61.3       80.5       87.0:      19.5       13.0
Other:     100.0:      12.1       19.1        8.2       45.8       49.0       66.0       76.3:      34.0       23.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        16         11          8         15         15         34         32:
Old  :        47:        14         13          6         10         15         28         30:
Other:        24:         6          6          7          8          7         17         17:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 44.9       36.6       53.2       53.5       43.7       36.5       51.4       51.6
Old  :                 51.3       40.5       59.8       57.8       51.0       40.5       59.1       57.8
Other:                 42.8       43.5       57.7       63.6       42.6       42.0       47.3       54.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,650,929: 1,038,620  1,077,439     98,812  2,342,676  2,358,570  3,480,108  3,534,820:   170,820    116,108
Old  : 3,650,929: 1,038,620  1,077,439     98,812  2,342,676  2,358,570  3,480,108  3,534,820:   170,820    116,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -192,529:    45,073    -17,399    -32,944   -178,403   -132,812   -166,274   -183,155:   -26,255     -9,374
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.4       29.5        2.7       64.2       64.6       95.3       96.8:       4.7        3.2
Old  :     100.0:      28.4       29.5        2.7       64.2       64.6       95.3       96.8:       4.7        3.2
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  :       372:        80         54         53        174        149        278        232:
Old  :       372:        80         54         53        174        149        278        232:
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  :                 22.9       27.2       36.2       44.0       22.9       26.2       34.9       42.7
Old  :                 22.9       27.2       36.2       44.0       22.9       26.2       34.9       42.7
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,910,803:   605,463  1,040,433    786,120  3,028,515  2,626,935  4,420,099  4,453,489:   490,704    457,314
Old  : 4,910,803:   605,463  1,040,433    786,120  3,028,515  2,626,935  4,420,099  4,453,489:   490,704    457,314
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -251,052:    19,622     74,857   -232,898     61,618    -34,752   -151,658   -192,793:   -99,394    -58,259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       21.2       16.0       61.7       53.5       90.0       90.7:      10.0        9.3
Old  :     100.0:      12.3       21.2       16.0       61.7       53.5       90.0       90.7:      10.0        9.3
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  :       421:        91         78        105        214        205        354        339:
Old  :       421:        91         78        105        214        205        354        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  :                 17.7       18.5       24.5       27.9       12.4       17.2       17.9       24.1
Old  :                 17.7       18.5       24.5       27.9       12.4       17.2       17.9       24.1
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :   729,092:   124,527     99,104      7,603    489,623    473,077    621,753    579,784:   107,339    149,308
Old  :   729,092:   124,527     99,104      7,603    489,623    473,077    621,753    579,784:   107,339    149,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -49,131:    25,852     -3,072    -12,372    -39,728    -14,218    -26,248    -29,662:   -22,883    -19,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       13.6        1.0       67.2       64.9       85.3       79.5:      14.7       20.5
Old  :     100.0:      17.1       13.6        1.0       67.2       64.9       85.3       79.5:      14.7       20.5
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  :       104:        16         11         12         53         59         74         77:
Old  :       104:        16         11         12         53         59         74         77:
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  :                 29.2       27.4       43.1       38.2       28.0       25.3       40.3       34.9
Old  :                 29.2       27.4       43.1       38.2       28.0       25.3       40.3       34.9
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  : 5,107,801:   791,210    909,461    400,464  3,556,212  3,459,911  4,747,886  4,769,836:   359,915    337,965
Old  : 5,107,801:   791,210    909,461    400,464  3,556,212  3,459,911  4,747,886  4,769,836:   359,915    337,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -186,073:    12,741     22,722    -77,467    -39,752    -78,618   -104,477   -133,363:   -81,596    -52,710
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       17.8        7.8       69.6       67.7       93.0       93.4:       7.0        6.6
Old  :     100.0:      15.5       17.8        7.8       69.6       67.7       93.0       93.4:       7.0        6.6
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  :       330:        57         59         71        163        173        258        265:
Old  :       330:        57         59         71        163        173        258        265:
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  :                 31.1       24.3       42.7       34.3       21.7       21.5       32.7       29.9
Old  :                 31.1       24.3       42.7       34.3       21.7       21.5       32.7       29.9
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  : 2,166,286:   310,011    477,396    457,574  1,365,843  1,180,836  2,133,428  2,115,806:    32,858     50,480
Old  : 2,166,286:   310,011    477,396    457,574  1,365,843  1,180,836  2,133,428  2,115,806:    32,858     50,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -237,433:    68,536     45,383   -127,972   -174,691   -154,205   -234,128   -236,794:    -3,305       -639
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       22.0       21.1       63.0       54.5       98.5       97.7:       1.5        2.3
Old  :     100.0:      14.3       22.0       21.1       63.0       54.5       98.5       97.7:       1.5        2.3
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  :       154:        31         43         44         64         72        118        137:
Old  :       154:        31         43         44         64         72        118        137:
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  :                 31.9       29.0       48.5       41.3       23.5       18.8       30.1       27.0
Old  :                 31.9       29.0       48.5       41.3       23.5       18.8       30.1       27.0
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :    39,710:    10,026      8,862      2,568     19,752     18,718     32,346     30,148:     7,364      9,562
Old  :    39,710:    10,026      8,862      2,568     19,752     18,718     32,346     30,148:     7,364      9,562
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :      -410:    -2,825        402     -1,362      4,633     -1,244        447     -2,203:      -857      1,793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       22.3        6.5       49.7       47.1       81.5       75.9:      18.5       24.1
Old  :     100.0:      25.2       22.3        6.5       49.7       47.1       81.5       75.9:      18.5       24.1
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  :        98:        28         23         11         32         26         69         52:
Old  :        98:        28         23         11         32         26         69         52:
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  :                 28.7       32.8       43.1       50.2       28.5       29.0       41.6       42.9
Old  :                 28.7       32.8       43.1       50.2       28.5       29.0       41.6       42.9
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :    79,419:    20,051     17,724      5,136     39,505     37,436     64,692     60,296:    14,728     19,124
Old  :    79,419:    20,051     17,724      5,136     39,505     37,436     64,692     60,296:    14,728     19,124
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :      -820:    -5,650        804     -2,723      9,267     -2,488        894     -4,407:    -1,714      3,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       22.3        6.5       49.7       47.1       81.5       75.9:      18.5       24.1
Old  :     100.0:      25.2       22.3        6.5       49.7       47.1       81.5       75.9:      18.5       24.1
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  :        98:        28         23         11         32         26         69         52:
Old  :        98:        28         23         11         32         26         69         52:
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  :                 28.7       32.8       43.1       50.2       28.5       29.0       41.6       42.9
Old  :                 28.7       32.8       43.1       50.2       28.5       29.0       41.6       42.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    25,853:     2,020      1,112          0     22,305     23,270     24,325     24,382:     1,528      1,471
Old  :    25,853:     2,020      1,112          0     22,305     23,270     24,325     24,382:     1,528      1,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    -1,544:      -223        212          0     -1,287       -860     -1,510       -648:       -34       -896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        4.3        0.0       86.3       90.0       94.1       94.3:       5.9        5.7
Old  :     100.0:       7.8        4.3        0.0       86.3       90.0       94.1       94.3:       5.9        5.7
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  :        24:         3          2          0         11         12         14         14:
Old  :        24:         3          2          0         11         12         14         14:
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  :                 69.2       70.8       86.6       85.6       69.1       70.2       85.3       85.0
Old  :                 69.2       70.8       86.6       85.6       69.1       70.2       85.3       85.0
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, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    31,852:    25,396     28,946        115      6,159      2,138     31,670     31,199:       182        653
Old  :    31,852:    25,396     28,946        115      6,159      2,138     31,670     31,199:       182        653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :       -72:       230     -1,690          8       -319        992        -81       -690:         9        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.7       90.9        0.4       19.3        6.7       99.4       97.9:       0.6        2.1
Old  :     100.0:      79.7       90.9        0.4       19.3        6.7       99.4       97.9:       0.6        2.1
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  :        45:        24         16          3          4          3         29         21:
Old  :        45:        24         16          3          4          3         29         21:
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  :                 59.8       74.6       82.8       87.7       59.8       74.6       80.2       86.5
Old  :                 59.8       74.6       82.8       87.7       59.8       74.6       80.2       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :    27,264:    20,295      6,501         71      6,853     18,614     27,219     25,186:        45      2,078
Old  :    27,264:    20,295      6,501         71      6,853     18,614     27,219     25,186:        45      2,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :     2,974:     3,759        303        -15       -769      2,714      2,975      3,002:        -1        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.4       23.8        0.3       25.1       68.3       99.8       92.4:       0.2        7.6
Old  :     100.0:      74.4       23.8        0.3       25.1       68.3       99.8       92.4:       0.2        7.6
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  :        35:         6          9          1          4         16         11         25:
Old  :        35:         6          9          1          4         16         11         25:
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  :                 93.5       60.4       99.0       77.4       93.5       60.1       99.0       77.2
Old  :                 93.5       60.4       99.0       77.4       93.5       60.1       99.0       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   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  :    21,131:    18,289      6,715         67      2,763     11,869     21,119     18,651:        12      2,480
Old  :    21,131:    18,289      6,715         67      2,763     11,869     21,119     18,651:        12      2,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :     1,358:     1,316        -25         58          1      1,034      1,375      1,067:       -17        291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.6       31.8        0.3       13.1       56.2       99.9       88.3:       0.1       11.7
Old  :     100.0:      86.6       31.8        0.3       13.1       56.2       99.9       88.3:       0.1       11.7
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:         6         12          1          2         11          9         23:
Old  :        31:         6         12          1          2         11          9         23:
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  :                 98.1       59.2       99.7       80.7       98.1       59.2       99.6       80.7
Old  :                 98.1       59.2       99.7       80.7       98.1       59.2       99.6       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    48,975:    18,760     18,775     30,195          0          0     48,955     48,970:        20          5
Old  :    48,975:    18,760     18,775     30,195          0          0     48,955     48,970:        20          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    -2,029:    -2,760     -2,741        731          0          0     -2,029     -2,010:         0        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       38.3       61.7        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      38.3       38.3       61.7        0.0        0.0      100.0      100.0:       0.0        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  :        23:         8         14          5          0          0         10         18:
Old  :        23:         8         14          5          0          0         10         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  :                 90.7       79.2       99.7       97.0       35.2       30.6       38.3       37.5
Old  :                 90.7       79.2       99.7       97.0       35.2       30.6       38.3       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 7, 2019