WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :   522,159:   107,761     89,976    223,787    159,220    163,267    490,768    477,029:    31,391     45,130
Old  :   468,386:   101,860     89,131    198,956    141,595    142,526    442,411    430,613:    25,975     37,773
Other:    53,773:    19,081     14,025     11,651     17,626     20,741     48,358     46,416:     5,416      7,357
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -5,244:    -1,510       -481     10,967    -12,762    -13,314     -3,305     -2,828:    -1,939     -2,416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.6       17.2       42.9       30.5       31.3       94.0       91.4:       6.0        8.6
Old  :     100.0:      21.7       19.0       42.5       30.2       30.4       94.5       91.9:       5.5        8.1
Other:     100.0:      35.5       26.1       21.7       32.8       38.6       89.9       86.3:      10.1       13.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       377:       107        121        149        105        117        300        311:
Old  :       374:       115        115        141        104        116        292        306:
Other:       141:        31         38         28         36         60         88        105:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       13.1       21.3       20.7        6.6        6.2       10.7       10.3
Old  :                 13.9       13.4       21.5       21.3        6.7        7.0       11.2       11.3
Other:                 28.3       25.0       44.6       38.7       23.1       19.3       36.0       28.5
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :    19,257:     7,708        592        809      9,725     16,892     18,241     18,294:     1,016        963
Old  :    19,257:     7,708        592        809      9,725     16,892     18,241     18,294:     1,016        963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :      -936:      -595        225        -42       -365     -1,019     -1,001       -837:        65        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.0        3.1        4.2       50.5       87.7       94.7       95.0:       5.3        5.0
Old  :     100.0:      40.0        3.1        4.2       50.5       87.7       94.7       95.0:       5.3        5.0
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:         4          3          3          9         14         14         19:
Old  :        23:         4          3          3          9         14         14         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  :                 65.3       55.0       85.7       75.3       52.5       48.1       61.5       60.7
Old  :                 65.3       55.0       85.7       75.3       52.5       48.1       61.5       60.7
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, August 13, 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  :   314,218:    73,091     91,688     83,817    127,920    117,120    284,829    292,625:    29,389     21,593
Old  :   295,903:    72,490     92,763     75,588    120,642    108,125    268,720    276,476:    27,183     19,426
Other:    18,315:     6,691      5,014      2,140      7,278      8,994     16,109     16,148:     2,206      2,167
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :     4,280:    -2,701      7,352     -1,699      6,493     -1,004      2,093      4,649:     2,187       -369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       29.2       26.7       40.7       37.3       90.6       93.1:       9.4        6.9
Old  :     100.0:      24.5       31.3       25.5       40.8       36.5       90.8       93.4:       9.2        6.6
Other:     100.0:      36.5       27.4       11.7       39.7       49.1       88.0       88.2:      12.0       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        89         64         78        103         88        228        202:
Old  :       283:        89         66         72        102         86        222        197:
Other:       103:        25         17         15         24         43         58         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.8       15.5       18.4       24.7        8.1       13.6       14.4       20.1
Old  :                 11.3       15.5       19.2       25.0        8.7       13.4       15.2       20.5
Other:                 31.0       51.2       50.3       64.6       31.0       51.2       48.9       60.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  : 2,351,921:   353,475    215,890    708,210    946,830  1,164,457  2,008,515  2,088,557:   343,406    263,364
Old  :   586,323:    79,997    129,128    179,653    252,991    246,053    512,641    554,835:    73,683     31,489
Other: 1,765,597:   383,587    196,871    418,447    693,840    918,404  1,495,874  1,533,722:   269,723    231,875
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :     3,849:   -12,352     31,113     16,333     21,072    -56,334     25,053     -8,888:   -21,204     12,737
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        9.2       30.1       40.3       49.5       85.4       88.8:      14.6       11.2
Old  :     100.0:      13.6       22.0       30.6       43.1       42.0       87.4       94.6:      12.6        5.4
Other:     100.0:      21.7       11.2       23.7       39.3       52.0       84.7       86.9:      15.3       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       965:       258        152        272        481        443        864        755:
Old  :       696:       151         95        105        372        246        569        400:
Other:       931:       240        155        231        420        428        769        713:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.9       11.0       14.1       16.9        5.7        6.7        9.3       10.8
Old  :                 12.5       17.8       18.6       27.8        6.0       14.2        9.8       22.0
Other:                  8.5       10.2       14.4       16.1        7.5        7.4       11.2       11.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :     4,565:     2,089        383        116        798      3,078      3,003      3,577:     1,562        988
Old  :     4,565:     2,089        383        116        798      3,078      3,003      3,577:     1,562        988
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :      -132:        -9        -75         -2        -49       -149        -59       -226:       -73         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.8        8.4        2.5       17.5       67.4       65.8       78.4:      34.2       21.6
Old  :     100.0:      45.8        8.4        2.5       17.5       67.4       65.8       78.4:      34.2       21.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         9          4          3          7          8         18         13:
Old  :        24:         9          4          3          7          8         18         13:
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  :                 39.1       48.1       53.1       73.0       39.1       47.0       52.5       68.6
Old  :                 39.1       48.1       53.1       73.0       39.1       47.0       52.5       68.6
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, August 13, 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  :   751,743:   130,495    168,129    210,969    351,815    297,845    693,279    676,943:    58,464     74,800
Old  :   732,949:   130,295    167,893    204,379    341,768    289,996    676,441    662,268:    56,508     70,681
Other:    18,794:     4,643      4,678      2,148     10,047      7,849     16,838     14,675:     1,956      4,119
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :   -19,140:     4,649     -1,907    -16,044    -11,644     -2,074    -23,039    -20,025:     3,899        884
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       22.4       28.1       46.8       39.6       92.2       90.0:       7.8       10.0
Old  :     100.0:      17.8       22.9       27.9       46.6       39.6       92.3       90.4:       7.7        9.6
Other:     100.0:      24.7       24.9       11.4       53.5       41.8       89.6       78.1:      10.4       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       574:       164        148        208        200        212        480        465:
Old  :       574:       167        146        204        199        211        478        461:
Other:       155:        26         31         25         35         75         73        122:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1        9.5       19.1       17.4        7.7        7.4       13.6       12.3
Old  :                 11.0        9.6       19.1       17.7        7.9        7.6       13.7       12.6
Other:                 35.6       31.6       54.0       44.0       35.6       29.9       53.0       41.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :   485,712:   116,132     75,270    117,075    215,344    263,407    448,551    455,753:    37,161     29,959
Old  :    59,009:    16,567     13,051      6,037     31,651     35,290     54,255     54,378:     4,754      4,631
Other:   426,703:   116,757     79,412     93,846    183,693    228,117    394,296    401,375:    32,407     25,328
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    16,994:     7,201    -43,891     12,735     -4,537     50,146     15,399     18,989:     1,595     -1,996
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       15.5       24.1       44.3       54.2       92.3       93.8:       7.7        6.2
Old  :     100.0:      28.1       22.1       10.2       53.6       59.8       91.9       92.2:       8.1        7.8
Other:     100.0:      27.4       18.6       22.0       43.0       53.5       92.4       94.1:       7.6        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       307:        97         70        114         87         83        253        229:
Old  :       148:        43         25         21         48         45        100         82:
Other:       294:        92         82        108         80         77        240        217:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       24.4       19.9       32.0       11.4       20.5       17.8       27.0
Old  :                 31.4       26.0       44.7       40.4       28.0       26.0       40.6       39.6
Other:                 13.2       26.1       21.1       33.1       13.0       24.2       20.2       30.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  : 1,313,485:   130,036    175,671    238,317    753,665    748,990  1,122,018  1,162,978:   191,467    150,507
Old  : 1,313,485:   130,036    175,671    238,317    753,665    748,990  1,122,018  1,162,978:   191,467    150,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    89,389:     7,707        282     46,244     31,061     47,337     85,012     93,862:     4,377     -4,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       13.4       18.1       57.4       57.0       85.4       88.5:      14.6       11.5
Old  :     100.0:       9.9       13.4       18.1       57.4       57.0       85.4       88.5:      14.6       11.5
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  :       198:        41         37         54         99         94        166        159:
Old  :       198:        41         37         54         99         94        166        159:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.4       24.0       29.8       36.3       14.2       19.3       19.4       26.2
Old  :                 21.4       24.0       29.8       36.3       14.2       19.3       19.4       26.2
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, August 13, 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  : 1,225,775:   112,247    409,609     39,585    893,047    687,695  1,044,879  1,136,889:   180,896     88,886
Old  : 1,225,775:   112,247    409,609     39,585    893,047    687,695  1,044,879  1,136,889:   180,896     88,886
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    34,392:      -450     16,089     13,677     18,982      4,401     32,209     34,167:     2,183        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       33.4        3.2       72.9       56.1       85.2       92.7:      14.8        7.3
Old  :     100.0:       9.2       33.4        3.2       72.9       56.1       85.2       92.7:      14.8        7.3
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  :       142:        21         23         26         83         73        118        108:
Old  :       142:        21         23         26         83         73        118        108:
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  :                 30.6       32.2       41.6       49.6       24.4       31.1       34.0       47.7
Old  :                 30.6       32.2       41.6       49.6       24.4       31.1       34.0       47.7
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, August 13, 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  :   476,971:    73,518     87,869    122,693    229,302    233,543    425,514    444,105:    51,458     32,866
Old  :    73,802:     9,622     21,571     10,398     44,646     36,512     64,667     68,481:     9,135      5,322
Other:   403,169:    83,137     85,540     93,053    184,656    197,032    360,847    375,625:    42,322     27,544
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :     1,220:     2,333     -2,734     -6,556      3,173      9,557     -1,050        266:     2,270        954
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       18.4       25.7       48.1       49.0       89.2       93.1:      10.8        6.9
Old  :     100.0:      13.0       29.2       14.1       60.5       49.5       87.6       92.8:      12.4        7.2
Other:     100.0:      20.6       21.2       23.1       45.8       48.9       89.5       93.2:      10.5        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        69         71        101        119         91        249        216:
Old  :       181:        38         33         28         82         62        134        109:
Other:       273:        70         68         94        105         79        228        196:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       18.6       18.2       26.5        9.3       15.4       13.9       21.6
Old  :                 23.1       27.3       32.8       43.5       22.4       27.1       31.0       43.2
Other:                 10.8       19.4       17.3       27.4        9.9       16.5       15.2       23.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :     9,187:     1,527      1,478      1,156      4,885      5,505      7,568      8,139:     1,618      1,048
Old  :     9,187:     1,527      1,478      1,156      4,885      5,505      7,568      8,139:     1,618      1,048
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :        50:      -710         69        209        447       -191        -53         87:       103        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       16.1       12.6       53.2       59.9       82.4       88.6:      17.6       11.4
Old  :     100.0:      16.6       16.1       12.6       53.2       59.9       82.4       88.6:      17.6       11.4
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  :        54:        19         11         12         16         16         39         36:
Old  :        54:        19         11         12         16         16         39         36:
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  :                 44.1       43.4       55.3       56.7       41.6       42.0       49.2       52.8
Old  :                 44.1       43.4       55.3       56.7       41.6       42.0       49.2       52.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  : 4,052,895:   967,015  1,296,283    357,026  2,508,512  2,266,533  3,832,553  3,919,843:   220,342    133,052
Old  : 4,052,895:   967,015  1,296,283    357,026  2,508,512  2,266,533  3,832,553  3,919,843:   220,342    133,052
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    39,431:   -51,412    -32,848     86,926      6,846    -34,009     42,360     20,069:    -2,930     19,362
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       32.0        8.8       61.9       55.9       94.6       96.7:       5.4        3.3
Old  :     100.0:      23.9       32.0        8.8       61.9       55.9       94.6       96.7:       5.4        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  :       369:        77         58         63        187        143        299        230:
Old  :       369:        77         58         63        187        143        299        230:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       32.7       33.7       49.9       21.3       29.8       33.1       45.9
Old  :                 21.5       32.7       33.7       49.9       21.3       29.8       33.1       45.9
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, August 13, 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  : 5,110,951:   604,621    978,722    909,337  3,094,604  2,792,824  4,608,562  4,680,883:   502,390    430,069
Old  : 5,110,951:   604,621    978,722    909,337  3,094,604  2,792,824  4,608,562  4,680,883:   502,390    430,069
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :   124,429:   -24,685    -13,617     45,521     97,613     97,599    118,449    129,503:     5,979     -5,075
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.8       19.1       17.8       60.5       54.6       90.2       91.6:       9.8        8.4
Old  :     100.0:      11.8       19.1       17.8       60.5       54.6       90.2       91.6:       9.8        8.4
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  :       424:        83         81         97        221        204        355        331:
Old  :       424:        83         81         97        221        204        355        331:
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  :                 17.2       15.0       24.8       25.5       12.1       12.6       17.5       19.2
Old  :                 17.2       15.0       24.8       25.5       12.1       12.6       17.5       19.2
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, August 13, 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  :   797,138:   128,213    132,681     11,625    537,490    489,622    677,328    633,928:   119,810    163,210
Old  :   797,138:   128,213    132,681     11,625    537,490    489,622    677,328    633,928:   119,810    163,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :     9,946:   -17,862      5,017     -2,324     25,686      6,458      5,500      9,151:     4,446        795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       16.6        1.5       67.4       61.4       85.0       79.5:      15.0       20.5
Old  :     100.0:      16.1       16.6        1.5       67.4       61.4       85.0       79.5:      15.0       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  :       106:        14         16         10         58         60         77         81:
Old  :       106:        14         16         10         58         60         77         81:
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  :                 27.6       29.2       41.1       37.3       25.4       26.9       38.1       34.5
Old  :                 27.6       29.2       41.1       37.3       25.4       26.9       38.1       34.5
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, August 13, 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  : 5,116,832:   782,097    870,166    593,682  3,374,836  3,331,890  4,750,615  4,795,738:   366,216    321,093
Old  : 5,116,832:   782,097    870,166    593,682  3,374,836  3,331,890  4,750,615  4,795,738:   366,216    321,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    10,996:     7,770    -19,829     68,588    -76,039    -41,350        319      7,409:    10,677      3,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       17.0       11.6       66.0       65.1       92.8       93.7:       7.2        6.3
Old  :     100.0:      15.3       17.0       11.6       66.0       65.1       92.8       93.7:       7.2        6.3
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  :       343:        59         59         73        167        175        262        271:
Old  :       343:        59         59         73        167        175        262        271:
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  :                 28.1       21.1       40.5       30.9       17.1       16.7       27.2       24.2
Old  :                 28.1       21.1       40.5       30.9       17.1       16.7       27.2       24.2
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, August 13, 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  : 1,859,320:   246,137    310,971    344,029  1,227,596  1,153,373  1,817,762  1,808,374:    41,558     50,946
Old  : 1,859,320:   246,137    310,971    344,029  1,227,596  1,153,373  1,817,762  1,808,374:    41,558     50,946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :   -75,665:     5,052   -128,861     22,925   -104,230     32,216    -76,253    -73,720:       589     -1,945
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       16.7       18.5       66.0       62.0       97.8       97.3:       2.2        2.7
Old  :     100.0:      13.2       16.7       18.5       66.0       62.0       97.8       97.3:       2.2        2.7
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  :       155:        39         37         52         63         75        127        141:
Old  :       155:        39         37         52         63         75        127        141:
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       23.4       52.3       38.6       21.0       12.4       28.7       21.5
Old  :                 32.9       23.4       52.3       38.6       21.0       12.4       28.7       21.5
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, August 13, 2019                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($10 X DJIA INDEX)                                                         :
     :          :                                                                            :
All  :    46,137:    25,002      3,177        778     12,513     33,672     38,293     37,627:     7,844      8,510
Old  :    46,137:    25,002      3,177        778     12,513     33,672     38,293     37,627:     7,844      8,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -3,520:    -3,988       -133         22        259     -3,999     -3,706     -4,109:       187        590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2        6.9        1.7       27.1       73.0       83.0       81.6:      17.0       18.4
Old  :     100.0:      54.2        6.9        1.7       27.1       73.0       83.0       81.6:      17.0       18.4
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  :        90:        31         14          8         24         32         57         52:
Old  :        90:        31         14          8         24         32         57         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  :                 36.9       33.4       48.9       52.8       36.7       30.9       48.4       50.2
Old  :                 36.9       33.4       48.9       52.8       36.7       30.9       48.4       50.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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  :    92,274:    50,003      6,353      1,556     25,026     67,344     76,586     75,254:    15,688     17,021
Old  :    92,274:    50,003      6,353      1,556     25,026     67,344     76,586     75,254:    15,688     17,021
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -7,039:    -7,975       -267         45        517     -7,997     -7,413     -8,219:       374      1,180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.2        6.9        1.7       27.1       73.0       83.0       81.6:      17.0       18.4
Old  :     100.0:      54.2        6.9        1.7       27.1       73.0       83.0       81.6:      17.0       18.4
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  :        90:        31         14          8         24         32         57         52:
Old  :        90:        31         14          8         24         32         57         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  :                 36.9       33.4       48.9       52.8       36.7       30.9       48.4       50.2
Old  :                 36.9       33.4       48.9       52.8       36.7       30.9       48.4       50.2
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, August 13, 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  :    36,111:     1,950      1,912          0     32,340     33,752     34,290     35,664:     1,821        447
Old  :    36,111:     1,950      1,912          0     32,340     33,752     34,290     35,664:     1,821        447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    10,666:       -36        235          0     11,052     10,484     11,016     10,719:      -350        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.3        0.0       89.6       93.5       95.0       98.8:       5.0        1.2
Old  :     100.0:       5.4        5.3        0.0       89.6       93.5       95.0       98.8:       5.0        1.2
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  :        25:         3          4          0         11         10         14         14:
Old  :        25:         3          4          0         11         10         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  :                 76.8       77.4       88.9       93.3       75.9       77.4       87.5       92.6
Old  :                 76.8       77.4       88.9       93.3       75.9       77.4       87.5       92.6
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, August 13, 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  :    27,734:    18,699     21,889      1,986      6,883      3,812     27,568     27,687:       166         47
Old  :    27,734:    18,699     21,889      1,986      6,883      3,812     27,568     27,687:       166         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -2,289:      -522       -458     -1,846         93          0     -2,275     -2,304:       -14         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.4       78.9        7.2       24.8       13.7       99.4       99.8:       0.6        0.2
Old  :     100.0:      67.4       78.9        7.2       24.8       13.7       99.4       99.8:       0.6        0.2
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  :        48:        26         17          5          4          3         33         22:
Old  :        48:        26         17          5          4          3         33         22:
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  :                 54.4       64.9       80.2       82.5       51.7       64.9       70.4       76.1
Old  :                 54.4       64.9       80.2       82.5       51.7       64.9       70.4       76.1
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, August 13, 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  :    26,600:    23,379      4,444         67      3,130     20,386     26,576     24,897:        24      1,703
Old  :    26,600:    23,379      4,444         67      3,130     20,386     26,576     24,897:        24      1,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :     1,574:    -1,467         91         -2      3,035      2,076      1,566      2,165:         8       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.9       16.7        0.3       11.8       76.6       99.9       93.6:       0.1        6.4
Old  :     100.0:      87.9       16.7        0.3       11.8       76.6       99.9       93.6:       0.1        6.4
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  :        31:         7          6          1          3         15         11         21:
Old  :        31:         7          6          1          3         15         11         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  :                 95.8       64.7       99.3       80.2       95.8       64.4       99.3       80.0
Old  :                 95.8       64.7       99.3       80.2       95.8       64.4       99.3       80.0
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, August 13, 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  :     9,741:     4,039      3,427          0      5,668      4,246      9,707      7,673:        34      2,068
Old  :     9,741:     4,039      3,427          0      5,668      4,246      9,707      7,673:        34      2,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -1,154:    -2,884     -1,206          0      1,736       -257     -1,148     -1,463:        -6        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       35.2        0.0       58.2       43.6       99.7       78.8:       0.3       21.2
Old  :     100.0:      41.5       35.2        0.0       58.2       43.6       99.7       78.8:       0.3       21.2
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  :        28:         6          9          0          3         10          9         19:
Old  :        28:         6          9          0          3         10          9         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  :                 76.9       49.8       99.4       71.0       76.9       49.8       99.4       71.0
Old  :                 76.9       49.8       99.4       71.0       76.9       49.8       99.4       71.0
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, August 13, 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  :    48,944:    17,866     17,859     31,072          0          0     48,938     48,931:         6         13
Old  :    48,944:    17,866     17,859     31,072          0          0     48,938     48,931:         6         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -3,616:    -2,706     -2,695       -911          0          0     -3,617     -3,606:         1        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       36.5       63.5        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      36.5       36.5       63.5        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  :        25:         4         20          5          0          0          7         23:
Old  :        25:         4         20          5          0          0          7         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  :                 96.4       68.9      100.0       90.8       36.5       22.5       36.5       32.9
Old  :                 96.4       68.9      100.0       90.8       36.5       22.5       36.5       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 16, 2019