WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   442,184:   119,273    122,958    144,832    143,734    131,751    407,839    399,541:    34,345     42,643
Old  :   423,474:   114,154    121,688    139,280    139,652    123,961    393,086    384,929:    30,388     38,545
Other:    18,710:     9,514      5,665      1,157      4,082      7,790     14,753     14,612:     3,957      4,098
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    -2,773:   -12,061    -13,747     11,630     -2,960     -1,284     -3,391     -3,401:       618        628
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       27.8       32.8       32.5       29.8       92.2       90.4:       7.8        9.6
Old  :     100.0:      27.0       28.7       32.9       33.0       29.3       92.8       90.9:       7.2        9.1
Other:     100.0:      50.8       30.3        6.2       21.8       41.6       78.9       78.1:      21.1       21.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       363:       115        120        124         80        105        267        285:
Old  :       359:       116        117        122         79        105        263        282:
Other:       100:        23         21         10         22         43         52         70:
     :----------------------------------------------------------------------------------------------------
     :             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       11.3       21.3       20.3       10.4        8.9       16.1       14.3
Old  :                 12.9       11.3       22.0       20.7       10.7        9.0       16.5       14.5
Other:                 30.6       30.7       47.1       42.9       30.6       30.6       47.1       42.6
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    18,553:     5,552        200      1,600     11,121     15,999     18,273     17,799:       280        754
Old  :    18,553:     5,552        200      1,600     11,121     15,999     18,273     17,799:       280        754
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :     1,571:     1,763       -100       -170        -42      1,820      1,551      1,550:        20         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9        1.1        8.6       59.9       86.2       98.5       95.9:       1.5        4.1
Old  :     100.0:      29.9        1.1        8.6       59.9       86.2       98.5       95.9:       1.5        4.1
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  :        29:         7          1          4         18         14         25         19:
Old  :        29:         7          1          4         18         14         25         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  :                 45.7       61.0       66.0       79.5       31.3       41.1       45.7       52.8
Old  :                 45.7       61.0       66.0       79.5       31.3       41.1       45.7       52.8
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 - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   305,542:    73,017     79,129     90,209    115,351    113,450    278,577    282,788:    26,965     22,754
Old  :   295,181:    73,189     76,569     87,497    108,329    109,980    269,015    274,046:    26,166     21,135
Other:    10,361:     1,731      4,463        809      7,022      3,470      9,562      8,742:       799      1,619
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -22,777:    -6,558    -18,517     -4,232     -9,075     -2,215    -19,865    -24,964:    -2,912      2,187
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       25.9       29.5       37.8       37.1       91.2       92.6:       8.8        7.4
Old  :     100.0:      24.8       25.9       29.6       36.7       37.3       91.1       92.8:       8.9        7.2
Other:     100.0:      16.7       43.1        7.8       67.8       33.5       92.3       84.4:       7.7       15.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       249:        75         62         74         83         79        196        186:
Old  :       247:        73         61         74         83         76        195        182:
Other:        68:        11         12          5         15         33         29         49:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.8       17.1       22.4       26.8        9.2       12.6       15.2       19.2
Old  :                 14.2       17.1       23.0       27.0        9.9       14.6       16.1       21.2
Other:                 70.1       52.1       83.2       68.0       69.8       51.6       76.8       64.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,797,358:   449,519    225,504    344,990    752,249  1,002,954  1,546,758  1,573,448:   250,600    223,910
Old  :   974,968:   328,061    273,602    147,699    374,518    470,839    850,278    892,140:   124,690     82,828
Other:   822,390:   243,959     74,403     74,790    377,731    532,115    696,480    681,308:   125,910    141,082
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -21,024:    10,873   -103,148     -5,424    -14,319     79,849     -8,870    -28,723:   -12,154      7,699
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       12.5       19.2       41.9       55.8       86.1       87.5:      13.9       12.5
Old  :     100.0:      33.6       28.1       15.1       38.4       48.3       87.2       91.5:      12.8        8.5
Other:     100.0:      29.7        9.0        9.1       45.9       64.7       84.7       82.8:      15.3       17.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       882:       239        127        208        343        385        686        640:
Old  :       782:       191        136        117        280        304        531        502:
Other:       721:       177        102         89        225        349        448        504:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.8        9.3       15.0       15.8        6.1        7.3       10.3       12.6
Old  :                  9.2       11.5       16.3       19.8        8.8       11.2       14.8       16.8
Other:                 13.5       14.0       21.4       21.6        9.4        9.5       15.2       14.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     7,607:     3,695        286        426      1,236      5,476      5,357      6,188:     2,250      1,419
Old  :     7,607:     3,695        286        426      1,236      5,476      5,357      6,188:     2,250      1,419
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :       -84:       171        -74        -74        -59        125         38        -23:      -122        -61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        3.8        5.6       16.2       72.0       70.4       81.3:      29.6       18.7
Old  :     100.0:      48.6        3.8        5.6       16.2       72.0       70.4       81.3:      29.6       18.7
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  :        34:        16          5          2          9         10         27         16:
Old  :        34:        16          5          2          9         10         27         16:
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  :                 33.8       47.5       47.5       72.5       33.1       43.2       44.7       64.9
Old  :                 33.8       47.5       47.5       72.5       33.1       43.2       44.7       64.9
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 - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   771,623:   139,755    187,648    188,533    392,447    320,977    720,735    697,158:    50,888     74,465
Old  :   409,243:   170,071    157,900     35,712    174,741    179,967    380,524    373,579:    28,719     35,664
Other:   362,380:    61,454    121,518     61,051    217,706    141,010    340,211    323,579:    22,169     38,801
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    -6,998:    -4,849    -33,939      2,968     -1,326     19,340     -3,207    -11,631:    -3,791      4,633
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       24.3       24.4       50.9       41.6       93.4       90.3:       6.6        9.7
Old  :     100.0:      41.6       38.6        8.7       42.7       44.0       93.0       91.3:       7.0        8.7
Other:     100.0:      17.0       33.5       16.8       60.1       38.9       93.9       89.3:       6.1       10.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       569:       143        145        175        157        210        402        459:
Old  :       505:       157        115         69        115        171        293        337:
Other:       466:        88        141         98        113        185        273        365:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 17.7       12.6       25.4       19.7       13.6       10.4       20.2       15.8
Old  :                 16.4       19.9       27.5       28.3       16.4       17.3       27.1       24.5
Other:                 24.2       12.8       33.2       21.3       20.4       11.8       29.3       18.5
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   517,399:   124,185    137,322    114,388    245,194    236,499    483,767    488,209:    33,632     29,190
Old  :   273,010:   125,887    125,919     33,386     97,485     94,555    256,758    253,860:    16,252     19,150
Other:   244,389:    60,035     73,140     19,265    147,709    141,944    227,009    234,349:    17,380     10,040
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -33,656:      -112     -9,209    -18,923    -12,464     -5,234    -31,499    -33,366:    -2,157       -290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       26.5       22.1       47.4       45.7       93.5       94.4:       6.5        5.6
Old  :     100.0:      46.1       46.1       12.2       35.7       34.6       94.0       93.0:       6.0        7.0
Other:     100.0:      24.6       29.9        7.9       60.4       58.1       92.9       95.9:       7.1        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:        97        102        115         89         77        257        247:
Old  :       304:        95         98         71         72         64        200        206:
Other:       228:        69         64         48         67         52        163        144:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       21.2       21.1       29.3        9.0       17.9       14.6       23.7
Old  :                 19.0       13.6       28.6       23.2       17.9       13.2       27.0       22.6
Other:                 19.0       32.8       28.6       45.7       18.4       29.3       27.1       41.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   981,140:   166,027    175,539     34,643    592,990    625,446    793,660    835,628:   187,480    145,512
Old  :   981,140:   166,027    175,539     34,643    592,990    625,446    793,660    835,628:   187,480    145,512
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -41,094:      -938       -757    -18,253    -17,223    -34,988    -36,414    -53,998:    -4,680     12,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       17.9        3.5       60.4       63.7       80.9       85.2:      19.1       14.8
Old  :     100.0:      16.9       17.9        3.5       60.4       63.7       80.9       85.2:      19.1       14.8
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  :       180:        42         29         22         78         80        129        122:
Old  :       180:        42         29         22         78         80        129        122:
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  :                 23.3       31.2       31.7       42.1       19.2       27.9       25.7       36.3
Old  :                 23.3       31.2       31.7       42.1       19.2       27.9       25.7       36.3
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 - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,154,524:    79,526    399,120     32,160    866,247    636,322    977,933  1,067,602:   176,591     86,922
Old  : 1,154,524:    79,526    399,120     32,160    866,247    636,322    977,933  1,067,602:   176,591     86,922
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -100,999:    -3,378     -9,007    -46,804    -48,979    -35,714    -99,161    -91,525:    -1,838     -9,474
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9       34.6        2.8       75.0       55.1       84.7       92.5:      15.3        7.5
Old  :     100.0:       6.9       34.6        2.8       75.0       55.1       84.7       92.5:      15.3        7.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       133:        23         20         18         70         68        101         98:
Old  :       133:        23         20         18         70         68        101         98:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.8       34.6       42.3       50.9       26.3       33.1       34.9       48.5
Old  :                 32.8       34.6       42.3       50.9       26.3       33.1       34.9       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   486,652:    92,131     58,695    109,237    238,947    289,072    440,315    457,004:    46,337     29,648
Old  :   259,974:    84,896     63,867     33,547    112,810    143,653    231,253    241,067:    28,721     18,907
Other:   226,678:    47,753     35,346     35,172    126,137    145,419    209,062    215,937:    17,616     10,741
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -13,834:      -329    -22,736     -5,864     -3,060     16,934     -9,253    -11,666:    -4,581     -2,168
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       12.1       22.4       49.1       59.4       90.5       93.9:       9.5        6.1
Old  :     100.0:      32.7       24.6       12.9       43.4       55.3       89.0       92.7:      11.0        7.3
Other:     100.0:      21.1       15.6       15.5       55.6       64.2       92.2       95.3:       7.8        4.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       280:        84         54         93        100         94        237        203:
Old  :       265:        87         52         58         86         75        197        163:
Other:       208:        59         44         49         79         68        167        134:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.0       25.0       19.9       35.3       10.0       18.3       14.8       26.6
Old  :                 14.0       24.8       22.1       35.1       13.3       23.9       20.2       32.8
Other:                 18.6       27.8       28.1       41.5       11.1       21.4       19.5       30.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,754:     1,564      1,787        143      4,185      4,573      5,892      6,503:     1,862      1,251
Old  :     6,312:     1,503      1,529          0      3,466      3,926      4,969      5,455:     1,343        857
Other:     1,442:       194        391         10        719        647        923      1,048:       519        394
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :       459:       405       -509         -3        -94        864        308        352:       151        107
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       23.0        1.8       54.0       59.0       76.0       83.9:      24.0       16.1
Old  :     100.0:      23.8       24.2        0.0       54.9       62.2       78.7       86.4:      21.3       13.6
Other:     100.0:      13.5       27.1        0.7       49.9       44.9       64.0       72.7:      36.0       27.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        13         14          5         13         12         30         28:
Old  :        46:        15         11          0          8         12         23         23:
Other:        23:         3          8          2          7          6         12         14:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 48.7       41.2       58.1       57.8       48.7       41.1       58.1       57.7
Old  :                 55.8       45.0       64.7       63.2       55.8       45.0       64.7       63.2
Other:                 50.8       50.5       62.9       65.5       50.8       50.1       62.8       64.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,581,553: 1,036,550  1,082,608     47,709  2,327,836  2,337,776  3,412,095  3,468,093:   169,458    113,460
Old  : 3,581,553: 1,036,550  1,082,608     47,709  2,327,836  2,337,776  3,412,095  3,468,093:   169,458    113,460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -221,958:    42,483    -14,256    -54,819   -183,449   -142,001   -195,785   -211,076:   -26,173    -10,882
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.9       30.2        1.3       65.0       65.3       95.3       96.8:       4.7        3.2
Old  :     100.0:      28.9       30.2        1.3       65.0       65.3       95.3       96.8:       4.7        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       367:        76         56         39        170        145        266        220:
Old  :       367:        76         56         39        170        145        266        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  :                 23.4       27.4       36.9       44.5       23.4       26.5       35.7       43.3
Old  :                 23.4       27.4       36.9       44.5       23.4       26.5       35.7       43.3
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 - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,934,810:   613,273  1,080,975    266,892  2,587,844  2,168,883  3,468,009  3,516,750:   466,801    418,060
Old  : 3,934,810:   613,273  1,080,975    266,892  2,587,844  2,168,883  3,468,009  3,516,750:   466,801    418,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -574,748:     5,317     96,846   -418,308    -78,157   -190,809   -491,148   -512,271:   -83,600    -62,477
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       27.5        6.8       65.8       55.1       88.1       89.4:      11.9       10.6
Old  :     100.0:      15.6       27.5        6.8       65.8       55.1       88.1       89.4:      11.9       10.6
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  :       404:        79         78         49        187        169        289        273:
Old  :       404:        79         78         49        187        169        289        273:
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  :                 21.7       20.3       29.6       30.7       16.2       19.3       23.4       28.0
Old  :                 21.7       20.3       29.6       30.7       16.2       19.3       23.4       28.0
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 - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   729,092:   124,527     99,104      7,603    489,623    473,077    621,753    579,784:   107,339    149,308
Old  :   729,092:   124,527     99,104      7,603    489,623    473,077    621,753    579,784:   107,339    149,308
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :   -49,131:    25,852     -3,072    -12,372    -39,728    -14,218    -26,248    -29,662:   -22,883    -19,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       13.6        1.0       67.2       64.9       85.3       79.5:      14.7       20.5
Old  :     100.0:      17.1       13.6        1.0       67.2       64.9       85.3       79.5:      14.7       20.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       104:        16         11         12         53         59         74         77:
Old  :       104:        16         11         12         53         59         74         77:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.2       27.4       43.1       38.2       28.0       25.3       40.3       34.9
Old  :                 29.2       27.4       43.1       38.2       28.0       25.3       40.3       34.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,646,931:   810,782    974,866     97,350  3,384,303  3,248,403  4,292,435  4,320,619:   354,496    326,312
Old  : 4,646,931:   810,782    974,866     97,350  3,384,303  3,248,403  4,292,435  4,320,619:   354,496    326,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -353,291:    15,943     68,590   -199,753    -93,385   -164,513   -277,195   -295,676:   -76,096    -57,615
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.4       21.0        2.1       72.8       69.9       92.4       93.0:       7.6        7.0
Old  :     100.0:      17.4       21.0        2.1       72.8       69.9       92.4       93.0:       7.6        7.0
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  :       327:        52         61         43        145        165        220        246:
Old  :       327:        52         61         43        145        165        220        246:
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  :                 33.7       26.2       46.3       37.2       24.7       23.7       36.7       32.9
Old  :                 33.7       26.2       46.3       37.2       24.7       23.7       36.7       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,165,934:   309,953    477,514    457,280  1,365,843  1,180,836  2,133,076  2,115,630:    32,858     50,304
Old  : 2,165,934:   309,953    477,514    457,280  1,365,843  1,180,836  2,133,076  2,115,630:    32,858     50,304
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :  -237,461:    68,646     45,657   -128,111   -174,691   -154,192   -234,156   -236,646:    -3,305       -815
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       22.0       21.1       63.1       54.5       98.5       97.7:       1.5        2.3
Old  :     100.0:      14.3       22.0       21.1       63.1       54.5       98.5       97.7:       1.5        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       154:        30         44         44         64         72        118        137:
Old  :       154:        30         44         44         64         72        118        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.9       29.0       48.6       41.3       23.5       18.8       30.1       27.0
Old  :                 31.9       29.0       48.6       41.3       23.5       18.8       30.1       27.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    39,206:     9,972      8,907      2,401     19,570     18,461     31,943     29,768:     7,264      9,438
Old  :    39,206:     9,972      8,907      2,401     19,570     18,461     31,943     29,768:     7,264      9,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :      -488:    -2,802        446     -1,419      4,586     -1,320        366     -2,293:      -854      1,805
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       22.7        6.1       49.9       47.1       81.5       75.9:      18.5       24.1
Old  :     100.0:      25.4       22.7        6.1       49.9       47.1       81.5       75.9:      18.5       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        27         24         10         28         25         64         51:
Old  :        97:        27         24         10         28         25         64         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       33.2       43.7       50.8       28.9       29.3       42.2       43.5
Old  :                 29.0       33.2       43.7       50.8       28.9       29.3       42.2       43.5
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 - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    78,412:    19,944     17,813      4,801     39,140     36,922     63,885     59,536:    14,527     18,876
Old  :    78,412:    19,944     17,813      4,801     39,140     36,922     63,885     59,536:    14,527     18,876
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :      -976:    -5,603        892     -2,837      9,171     -2,640        731     -4,585:    -1,707      3,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       22.7        6.1       49.9       47.1       81.5       75.9:      18.5       24.1
Old  :     100.0:      25.4       22.7        6.1       49.9       47.1       81.5       75.9:      18.5       24.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        97:        27         24         10         28         25         64         51:
Old  :        97:        27         24         10         28         25         64         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.0       33.2       43.7       50.8       28.9       29.3       42.2       43.5
Old  :                 29.0       33.2       43.7       50.8       28.9       29.3       42.2       43.5
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 - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    25,853:     2,020      1,112          0     22,305     23,270     24,325     24,382:     1,528      1,471
Old  :    25,853:     2,020      1,112          0     22,305     23,270     24,325     24,382:     1,528      1,471
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    -1,544:      -223        212          0     -1,287       -860     -1,510       -648:       -34       -896
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        4.3        0.0       86.3       90.0       94.1       94.3:       5.9        5.7
Old  :     100.0:       7.8        4.3        0.0       86.3       90.0       94.1       94.3:       5.9        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          2          0         11         12         14         14:
Old  :        24:         3          2          0         11         12         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       70.8       86.6       85.6       69.1       70.2       85.3       85.0
Old  :                 69.2       70.8       86.6       85.6       69.1       70.2       85.3       85.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    31,852:    25,396     28,946        115      6,159      2,138     31,670     31,199:       182        653
Old  :    31,852:    25,396     28,946        115      6,159      2,138     31,670     31,199:       182        653
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :       -72:       230     -1,690          8       -319        992        -81       -690:         9        618
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      79.7       90.9        0.4       19.3        6.7       99.4       97.9:       0.6        2.1
Old  :     100.0:      79.7       90.9        0.4       19.3        6.7       99.4       97.9:       0.6        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        45:        24         16          3          4          3         29         21:
Old  :        45:        24         16          3          4          3         29         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.8       74.6       82.8       87.7       59.8       74.6       80.2       86.5
Old  :                 59.8       74.6       82.8       87.7       59.8       74.6       80.2       86.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    27,264:    20,295      6,501         71      6,853     18,614     27,219     25,186:        45      2,078
Old  :    27,264:    20,295      6,501         71      6,853     18,614     27,219     25,186:        45      2,078
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :     2,974:     3,759        303        -15       -769      2,714      2,975      3,002:        -1        -28
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      74.4       23.8        0.3       25.1       68.3       99.8       92.4:       0.2        7.6
Old  :     100.0:      74.4       23.8        0.3       25.1       68.3       99.8       92.4:       0.2        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        35:         6          9          1          4         16         11         25:
Old  :        35:         6          9          1          4         16         11         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 93.5       60.4       99.0       77.4       93.5       60.1       99.0       77.2
Old  :                 93.5       60.4       99.0       77.4       93.5       60.1       99.0       77.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    21,131:    18,289      6,715         67      2,763     11,869     21,119     18,651:        12      2,480
Old  :    21,131:    18,289      6,715         67      2,763     11,869     21,119     18,651:        12      2,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :     1,358:     1,316        -25         58          1      1,034      1,375      1,067:       -17        291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      86.6       31.8        0.3       13.1       56.2       99.9       88.3:       0.1       11.7
Old  :     100.0:      86.6       31.8        0.3       13.1       56.2       99.9       88.3:       0.1       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         6         12          1          2         11          9         23:
Old  :        31:         6         12          1          2         11          9         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.1       59.2       99.7       80.7       98.1       59.2       99.6       80.7
Old  :                 98.1       59.2       99.7       80.7       98.1       59.2       99.6       80.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders - Futures Only, June 04, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    48,975:    18,760     18,775     30,195          0          0     48,955     48,970:        20          5
Old  :    48,975:    18,760     18,775     30,195          0          0     48,955     48,970:        20          5
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: May 28, 2019                         :
     :    -2,029:    -2,760     -2,741        731          0          0     -2,029     -2,010:         0        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3       38.3       61.7        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      38.3       38.3       61.7        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         8         14          5          0          0         10         18:
Old  :        23:         8         14          5          0          0         10         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.7       79.2       99.7       97.0       35.2       30.6       38.3       37.5
Old  :                 90.7       79.2       99.7       97.0       35.2       30.6       38.3       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 7, 2019