WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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  :   492,001:    93,253    102,380    209,733    159,445    137,217    462,432    449,329:    29,569     42,672
Old  :   415,445:    97,376     97,451    169,038    125,511    114,594    391,924    381,082:    23,521     34,363
Other:    76,556:    18,957     28,008     17,616     33,934     22,623     70,507     68,247:     6,049      8,309
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    23,379:    -7,627        937     13,347     15,882      8,261     21,602     22,545:     1,777        834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       20.8       42.6       32.4       27.9       94.0       91.3:       6.0        8.7
Old  :     100.0:      23.4       23.5       40.7       30.2       27.6       94.3       91.7:       5.7        8.3
Other:     100.0:      24.8       36.6       23.0       44.3       29.6       92.1       89.1:       7.9       10.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:        97        120        131         97        110        276        291:
Old  :       343:       100        112        121         92        104        260        276:
Other:       160:        39         41         37         43         63        104        121:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       11.1       20.6       18.8        6.5        6.9       10.8       11.6
Old  :                 11.5       11.9       19.9       20.8        6.9        8.0       12.0       13.2
Other:                 27.8       26.9       45.5       38.9       24.1       20.6       37.3       29.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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  :    12,143:     7,042      2,000        739      3,843      9,209     11,624     11,948:       519        195
Old  :    12,143:     7,042      2,000        739      3,843      9,209     11,624     11,948:       519        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -3,930:      -653       -146        -29     -3,010     -3,656     -3,692     -3,830:      -239       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.0       16.5        6.1       31.6       75.8       95.7       98.4:       4.3        1.6
Old  :     100.0:      58.0       16.5        6.1       31.6       75.8       95.7       98.4:       4.3        1.6
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:         5          4          2          9         13         14         19:
Old  :        24:         5          4          2          9         13         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  :                 65.2       51.0       83.4       77.3       64.5       47.1       76.5       70.1
Old  :                 65.2       51.0       83.4       77.3       64.5       47.1       76.5       70.1
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, October 08, 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  :   338,159:    77,807     96,006    106,450    121,180    116,747    305,436    319,203:    32,723     18,956
Old  :   298,616:    77,535     94,791     91,055    102,339     97,068    270,929    282,914:    27,687     15,702
Other:    39,544:    11,361     12,306      4,305     18,841     19,678     34,508     36,289:     5,036      3,254
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     6,340:    -2,831      3,598        898      6,200      1,402      4,266      5,898:     2,074        442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       28.4       31.5       35.8       34.5       90.3       94.4:       9.7        5.6
Old  :     100.0:      26.0       31.7       30.5       34.3       32.5       90.7       94.7:       9.3        5.3
Other:     100.0:      28.7       31.1       10.9       47.6       49.8       87.3       91.8:      12.7        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        94         61         80        111         85        243        196:
Old  :       286:        97         59         73        109         81        234        188:
Other:       133:        30         27         21         41         45         87         78:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       17.5       19.0       28.5        7.4       14.2       13.1       21.4
Old  :                 12.6       16.9       20.6       28.4        7.7       12.8       13.9       20.9
Other:                 21.8       49.2       37.1       64.9       21.8       47.3       36.0       60.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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  : 2,110,757:   283,822    336,814    616,317    849,598    936,730  1,749,737  1,889,862:   361,020    220,895
Old  : 1,945,368:   263,127    346,219    566,394    770,304    854,964  1,599,824  1,767,577:   345,544    177,791
Other:   165,389:    54,457     24,357     16,162     79,294     81,766    149,913    122,285:    15,476     43,104
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    68,448:    -6,953    -27,318     37,925     28,774     49,933     59,747     60,540:     8,702      7,909
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       16.0       29.2       40.3       44.4       82.9       89.5:      17.1       10.5
Old  :     100.0:      13.5       17.8       29.1       39.6       43.9       82.2       90.9:      17.8        9.1
Other:     100.0:      32.9       14.7        9.8       47.9       49.4       90.6       73.9:       9.4       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       903:       217        162        237        446        407        785        691:
Old  :       901:       226        157        221        439        400        771        674:
Other:       430:        60         63         40        114        251        191        338:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.9       10.4       14.1       16.7        5.2        6.6        8.6       10.6
Old  :                  7.8       10.3       13.9       17.0        5.2        6.2        8.5       10.4
Other:                 20.9       19.7       35.2       28.9       19.9       19.4       33.8       28.3
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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  :     6,002:     2,366        206        138      1,648      4,801      4,152      5,145:     1,849        857
Old  :     5,990:     2,366        206        138      1,645      4,801      4,149      5,145:     1,840        845
Other:        12:         0          0          0          3          0          3          0:         9         12
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :       277:       176       -185         11          5        358        191        185:        86         92
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.4        3.4        2.3       27.5       80.0       69.2       85.7:      30.8       14.3
Old  :     100.0:      39.5        3.4        2.3       27.5       80.2       69.3       85.9:      30.7       14.1
Other:     100.0:       0.0        0.0        0.0       25.0        0.0       25.0        0.0:      75.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10          4          4          8          9         20         15:
Old  :        26:        10          4          4          7          9         19         15:
Other:         2:         0          0          0          2          0          2          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  :                 35.0       60.0       50.0       79.6       31.6       48.8       44.8       65.4
Old  :                 35.1       60.1       50.1       79.8       31.7       48.9       44.9       65.6
Other:                 25.0        0.0       25.0        0.0       25.0        0.0       25.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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  :   858,088:   149,000    118,909    245,663    387,307    421,298    781,971    785,870:    76,117     72,219
Old  :   803,863:   141,767    119,833    222,525    367,841    397,721    732,133    740,079:    71,729     63,784
Other:    54,226:    15,823      7,664     14,549     19,466     23,577     49,838     45,791:     4,388      8,435
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     7,229:    -1,892     -4,667     -2,595      5,393     12,785        906      5,523:     6,324      1,706
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       13.9       28.6       45.1       49.1       91.1       91.6:       8.9        8.4
Old  :     100.0:      17.6       14.9       27.7       45.8       49.5       91.1       92.1:       8.9        7.9
Other:     100.0:      29.2       14.1       26.8       35.9       43.5       91.9       84.4:       8.1       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       593:       177        126        216        219        226        503        483:
Old  :       590:       179        129        209        216        222        498        471:
Other:       232:        45         50         36         50        111        115        179:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       10.8       18.2       19.5        7.9        8.5       13.2       14.3
Old  :                 10.8       11.0       18.3       19.8        8.1        8.6       13.8       14.7
Other:                 21.3       26.1       38.8       39.8       21.2       21.4       34.4       30.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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  :   505,406:    98,213     53,602    145,316    223,540    277,557    467,069    476,476:    38,336     28,930
Old  :   490,656:    99,136     56,735    137,788    217,318    268,367    454,242    462,890:    36,414     27,766
Other:    14,750:     4,200      1,990      2,406      6,222      9,190     12,828     13,586:     1,922      1,164
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -6,614:   -10,207    -16,414     -5,553      9,552     14,648     -6,208     -7,319:      -406        705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       10.6       28.8       44.2       54.9       92.4       94.3:       7.6        5.7
Old  :     100.0:      20.2       11.6       28.1       44.3       54.7       92.6       94.3:       7.4        5.7
Other:     100.0:      28.5       13.5       16.3       42.2       62.3       87.0       92.1:      13.0        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:       103         76        137         92         85        275        250:
Old  :       328:       104         81        134         92         85        275        247:
Other:        64:        13         12         14         24         16         45         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.8       24.1       19.3       32.1       11.8       22.7       16.8       29.4
Old  :                 13.2       24.4       19.9       31.9       12.2       22.7       17.3       29.4
Other:                 34.3       38.2       55.2       56.4       28.2       37.8       45.3       53.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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  : 1,192,644:   110,570    181,251    153,107    741,606    712,107  1,005,283  1,046,464:   187,361    146,180
Old  : 1,192,644:   110,570    181,251    153,107    741,606    712,107  1,005,283  1,046,464:   187,361    146,180
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    14,297:    -1,322     -7,186     18,887     -7,880     10,224      9,685     21,925:     4,612     -7,628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       15.2       12.8       62.2       59.7       84.3       87.7:      15.7       12.3
Old  :     100.0:       9.3       15.2       12.8       62.2       59.7       84.3       87.7:      15.7       12.3
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  :       191:        42         30         49         91         95        153        154:
Old  :       191:        42         30         49         91         95        153        154:
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  :                 21.8       25.7       30.2       35.4       15.4       21.3       22.5       29.0
Old  :                 21.8       25.7       30.2       35.4       15.4       21.3       22.5       29.0
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, October 08, 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  : 1,137,536:   114,792    393,149      8,014    836,999    653,072    959,805  1,054,235:   177,731     83,301
Old  : 1,137,536:   114,792    393,149      8,014    836,999    653,072    959,805  1,054,235:   177,731     83,301
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     3,055:    -7,150     -1,099     -3,046     10,186     17,190        -10     13,045:     3,065     -9,990
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       34.6        0.7       73.6       57.4       84.4       92.7:      15.6        7.3
Old  :     100.0:      10.1       34.6        0.7       73.6       57.4       84.4       92.7:      15.6        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  :       140:        23         18         16         80         69        109         97:
Old  :       140:        23         18         16         80         69        109         97:
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  :                 26.6       35.0       38.6       53.8       22.8       33.3       33.1       49.3
Old  :                 26.6       35.0       38.6       53.8       22.8       33.3       33.1       49.3
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, October 08, 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  :   445,811:    71,647     87,360    116,703    200,959    210,931    389,309    414,995:    56,502     30,816
Old  :   431,208:    72,180     87,375    109,402    194,843    205,503    376,425    402,280:    54,783     28,928
Other:    14,603:     2,450      2,968      4,318      6,116      5,428     12,883     12,714:     1,719      1,889
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -1,127:    -6,652     -6,537      4,944     -1,687     -1,300     -3,394     -2,892:     2,267      1,765
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       19.6       26.2       45.1       47.3       87.3       93.1:      12.7        6.9
Old  :     100.0:      16.7       20.3       25.4       45.2       47.7       87.3       93.3:      12.7        6.7
Other:     100.0:      16.8       20.3       29.6       41.9       37.2       88.2       87.1:      11.8       12.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        76         73        101        107         90        241        219:
Old  :       292:        81         72        100        107         89        241        216:
Other:        76:        17         14         17         32         17         58         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.7       19.4       16.9       28.5        9.2       17.8       14.5       23.5
Old  :                 10.5       20.0       16.8       28.8        9.3       18.7       14.6       24.4
Other:                 30.5       31.3       48.0       49.9       19.4       23.9       33.0       36.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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  :    11,178:     1,594      1,708      1,540      5,972      6,831      9,105     10,079:     2,073      1,099
Old  :    11,178:     1,594      1,708      1,540      5,972      6,831      9,105     10,079:     2,073      1,099
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -464:      -902       -150        -38        298       -254       -642       -442:       178        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.3       13.8       53.4       61.1       81.5       90.2:      18.5        9.8
Old  :     100.0:      14.3       15.3       13.8       53.4       61.1       81.5       90.2:      18.5        9.8
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  :        49:        13         13         12         15         18         34         37:
Old  :        49:        13         13         12         15         18         34         37:
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  :                 43.3       40.2       54.8       57.8       42.3       38.8       51.8       52.9
Old  :                 43.3       40.2       54.8       57.8       42.3       38.8       51.8       52.9
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, October 08, 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  : 3,872,932:   948,147  1,221,729     93,140  2,619,201  2,463,636  3,660,489  3,778,506:   212,443     94,426
Old  : 3,872,932:   948,147  1,221,729     93,140  2,619,201  2,463,636  3,660,489  3,778,506:   212,443     94,426
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :   106,943:  -222,502     12,391     14,054    315,607     71,509    107,159     97,954:      -216      8,989
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       31.5        2.4       67.6       63.6       94.5       97.6:       5.5        2.4
Old  :     100.0:      24.5       31.5        2.4       67.6       63.6       94.5       97.6:       5.5        2.4
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  :       375:        93         44         53        187        147        304        220:
Old  :       375:        93         44         53        187        147        304        220:
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       33.5       34.7       48.1       21.3       32.5       34.3       47.1
Old  :                 21.4       33.5       34.7       48.1       21.3       32.5       34.3       47.1
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, October 08, 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  : 4,500,246:   572,656    699,964    629,752  2,827,246  2,745,739  4,029,654  4,075,455:   470,592    424,792
Old  : 4,500,246:   572,656    699,964    629,752  2,827,246  2,745,739  4,029,654  4,075,455:   470,592    424,792
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :   124,400:   -12,522    -97,525     59,079     81,252    148,147    127,810    109,701:    -3,410     14,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.6       14.0       62.8       61.0       89.5       90.6:      10.5        9.4
Old  :     100.0:      12.7       15.6       14.0       62.8       61.0       89.5       90.6:      10.5        9.4
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  :       396:        74         72         86        207        195        322        312:
Old  :       396:        74         72         86        207        195        322        312:
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  :                 17.8       16.4       25.9       27.9       10.6       12.3       15.8       18.2
Old  :                 17.8       16.4       25.9       27.9       10.6       12.3       15.8       18.2
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, October 08, 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  :   827,005:   129,952     80,390      7,765    572,865    572,870    710,582    661,025:   116,423    165,980
Old  :   827,005:   129,952     80,390      7,765    572,865    572,870    710,582    661,025:   116,423    165,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     9,922:    -9,527    -67,817     -3,028     19,406     75,346      6,851      4,501:     3,071      5,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        9.7        0.9       69.3       69.3       85.9       79.9:      14.1       20.1
Old  :     100.0:      15.7        9.7        0.9       69.3       69.3       85.9       79.9:      14.1       20.1
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  :       110:        13         16         10         59         65         79         84:
Old  :       110:        13         16         10         59         65         79         84:
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  :                 28.2       23.9       43.5       35.8       27.1       20.9       39.1       29.7
Old  :                 28.2       23.9       43.5       35.8       27.1       20.9       39.1       29.7
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, October 08, 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  : 4,762,625:   627,674    749,425    304,552  3,492,737  3,396,804  4,424,963  4,450,782:   337,663    311,844
Old  : 4,762,625:   627,674    749,425    304,552  3,492,737  3,396,804  4,424,963  4,450,782:   337,663    311,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :   227,786:  -135,284    -14,274     39,672    306,524    203,340    210,913    228,738:    16,873       -952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       15.7        6.4       73.3       71.3       92.9       93.5:       7.1        6.5
Old  :     100.0:      13.2       15.7        6.4       73.3       71.3       92.9       93.5:       7.1        6.5
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  :       338:        64         51         65        165        167        260        252:
Old  :       338:        64         51         65        165        167        260        252:
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  :                 31.0       23.9       43.5       34.8       19.8       18.4       31.3       26.7
Old  :                 31.0       23.9       43.5       34.8       19.8       18.4       31.3       26.7
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, October 08, 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  : 1,988,036:   434,848    297,205    384,466  1,126,910  1,262,410  1,946,223  1,944,081:    41,813     43,956
Old  : 1,988,036:   434,848    297,205    384,466  1,126,910  1,262,410  1,946,223  1,944,081:    41,813     43,956
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    11,073:   -34,797     20,239      4,222     38,524    -11,921      7,948     12,540:     3,124     -1,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       14.9       19.3       56.7       63.5       97.9       97.8:       2.1        2.2
Old  :     100.0:      21.9       14.9       19.3       56.7       63.5       97.9       97.8:       2.1        2.2
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  :       156:        39         32         45         68         75        127        132:
Old  :       156:        39         32         45         68         75        127        132:
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  :                 28.8       25.1       47.5       42.4       19.2       14.9       27.8       21.8
Old  :                 28.8       25.1       47.5       42.4       19.2       14.9       27.8       21.8
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, October 08, 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  :    49,498:    21,682      2,864      1,098     18,766     37,785     41,546     41,747:     7,952      7,751
Old  :    49,498:    21,682      2,864      1,098     18,766     37,785     41,546     41,747:     7,952      7,751
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -2,611:    -5,259     -1,198        -10      2,418       -467     -2,852     -1,675:       241       -936
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        5.8        2.2       37.9       76.3       83.9       84.3:      16.1       15.7
Old  :     100.0:      43.8        5.8        2.2       37.9       76.3       83.9       84.3:      16.1       15.7
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  :        90:        31         10          7         29         34         61         50:
Old  :        90:        31         10          7         29         34         61         50:
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  :                 42.7       44.4       54.0       58.7       42.6       43.5       53.7       57.8
Old  :                 42.7       44.4       54.0       58.7       42.6       43.5       53.7       57.8
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, October 08, 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  :    98,996:    43,363      5,728      2,197     37,532     75,570     83,092     83,495:    15,904     15,501
Old  :    98,996:    43,363      5,728      2,197     37,532     75,570     83,092     83,495:    15,904     15,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -5,223:   -10,519     -2,395        -21      4,836       -935     -5,704     -3,351:       481     -1,872
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        5.8        2.2       37.9       76.3       83.9       84.3:      16.1       15.7
Old  :     100.0:      43.8        5.8        2.2       37.9       76.3       83.9       84.3:      16.1       15.7
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  :        90:        31         10          7         29         34         61         50:
Old  :        90:        31         10          7         29         34         61         50:
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  :                 42.7       44.4       54.0       58.7       42.6       43.5       53.7       57.8
Old  :                 42.7       44.4       54.0       58.7       42.6       43.5       53.7       57.8
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, October 08, 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  :    42,747:     3,696        448          0     36,882     40,137     40,578     40,585:     2,169      2,162
Old  :    42,747:     3,696        448          0     36,882     40,137     40,578     40,585:     2,169      2,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :       260:      -260       -642          0        155        693       -105         51:       365        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        1.0        0.0       86.3       93.9       94.9       94.9:       5.1        5.1
Old  :     100.0:       8.6        1.0        0.0       86.3       93.9       94.9       94.9:       5.1        5.1
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  :        27:         3          1          0         12         13         15         14:
Old  :        27:         3          1          0         12         13         15         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       68.8       87.5       88.2       69.2       68.8       87.2       88.2
Old  :                 69.2       68.8       87.5       88.2       69.2       68.8       87.2       88.2
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, October 08, 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  :    19,974:    14,013     17,291        727      5,041      1,946     19,781     19,964:       193         10
Old  :    19,974:    14,013     17,291        727      5,041      1,946     19,781     19,964:       193         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :       927:       948      1,139         41          0       -250        989        930:       -62         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2       86.6        3.6       25.2        9.7       99.0       99.9:       1.0        0.0
Old  :     100.0:      70.2       86.6        3.6       25.2        9.7       99.0       99.9:       1.0        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  :        39:        20         15          4          4          2         27         18:
Old  :        39:        20         15          4          4          2         27         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  :                 70.3       70.1       85.2       85.1       65.9       68.1       76.4       79.5
Old  :                 70.3       70.1       85.2       85.1       65.9       68.1       76.4       79.5
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, October 08, 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  :    63,895:    40,020      6,341     18,753      5,035     35,950     63,808     61,044:        87      2,851
Old  :    63,895:    40,020      6,341     18,753      5,035     35,950     63,808     61,044:        87      2,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     1,459:       294        528      1,136          0       -389      1,430      1,275:        29        184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.6        9.9       29.3        7.9       56.3       99.9       95.5:       0.1        4.5
Old  :     100.0:      62.6        9.9       29.3        7.9       56.3       99.9       95.5:       0.1        4.5
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  :        31:         6          7          3          2         16         10         24:
Old  :        31:         6          7          3          2         16         10         24:
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  :                 97.8       75.1       99.8       85.4       68.6       49.2       70.5       57.8
Old  :                 97.8       75.1       99.8       85.4       68.6       49.2       70.5       57.8
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, October 08, 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  :    24,301:    11,687      3,219      9,692      2,893      9,282     24,272     22,193:        29      2,108
Old  :    24,301:    11,687      3,219      9,692      2,893      9,282     24,272     22,193:        29      2,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     5,571:       800        121      4,778          0        582      5,578      5,481:        -7         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1       13.2       39.9       11.9       38.2       99.9       91.3:       0.1        8.7
Old  :     100.0:      48.1       13.2       39.9       11.9       38.2       99.9       91.3:       0.1        8.7
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  :        21:         5          6          1          2          8          7         15:
Old  :        21:         5          6          1          2          8          7         15:
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  :                 95.1       77.7       99.9       88.6       55.2       41.9       60.0       49.5
Old  :                 95.1       77.7       99.9       88.6       55.2       41.9       60.0       49.5
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, October 08, 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  :    50,917:    22,826     22,805     28,091          0          0     50,917     50,896:         0         21
Old  :    50,917:    22,826     22,805     28,091          0          0     50,917     50,896:         0         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -503:      -500       -504          0          0          0       -500       -504:        -3          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       44.8       55.2        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      44.8       44.8       55.2        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  :        22:         6         15          5          0          0          9         18:
Old  :        22:         6         15          5          0          0          9         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  :                 84.7       83.5       99.9       96.9       39.5       37.6       44.8       43.6
Old  :                 84.7       83.5       99.9       96.9       39.5       37.6       44.8       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 11, 2019