WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 11, 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  :   420,761:   125,812    116,102    118,993    142,072    141,179    386,877    376,274:    33,884     44,487
Old  :   398,899:   118,030    112,380    114,446    136,536    132,162    369,012    358,988:    29,887     39,911
Other:    21,862:    11,087      7,027      1,242      5,536      9,017     17,865     17,286:     3,997      4,576
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :   -21,423:     6,539     -6,856    -25,839     -1,662      9,428    -20,962    -23,267:      -461      1,844
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      29.9       27.6       28.3       33.8       33.6       91.9       89.4:       8.1       10.6
Old  :     100.0:      29.6       28.2       28.7       34.2       33.1       92.5       90.0:       7.5       10.0
Other:     100.0:      50.7       32.1        5.7       25.3       41.2       81.7       79.1:      18.3       20.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       374:       108        117        126         87        113        275        297:
Old  :       370:       111        109        126         87        113        273        295:
Other:        98:        19         24          9         20         46         46         72:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.0       12.1       21.4       21.2       10.3        9.1       16.9       16.3
Old  :                 12.6       12.5       22.3       21.8       10.6        9.2       17.5       16.6
Other:                 45.3       23.0       58.3       37.3       45.3       22.9       58.2       37.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, June 11, 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  :    17,279:     4,417        590      1,550     11,027     14,679     16,994     16,819:       285        460
Old  :    17,279:     4,417        590      1,550     11,027     14,679     16,994     16,819:       285        460
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    -1,274:    -1,135        390        -50        -94     -1,320     -1,279       -980:         5       -294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.6        3.4        9.0       63.8       85.0       98.4       97.3:       1.6        2.7
Old  :     100.0:      25.6        3.4        9.0       63.8       85.0       98.4       97.3:       1.6        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         7          2          3         16         14         23         19:
Old  :        29:         7          2          3         16         14         23         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  :                 41.9       57.5       68.0       80.0       30.6       44.3       46.6       53.6
Old  :                 41.9       57.5       68.0       80.0       30.6       44.3       46.6       53.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, June 11, 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  :   299,794:    71,828     77,072     85,028    115,673    116,102    272,529    278,202:    27,265     21,592
Old  :   288,352:    71,456     74,411     82,272    108,232    112,016    261,960    268,699:    26,392     19,653
Other:    11,442:     2,332      4,621        796      7,441      4,086     10,569      9,503:       873      1,939
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    -5,748:    -1,189     -2,057     -5,181        322      2,652     -6,048     -4,586:       300     -1,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       25.7       28.4       38.6       38.7       90.9       92.8:       9.1        7.2
Old  :     100.0:      24.8       25.8       28.5       37.5       38.8       90.8       93.2:       9.2        6.8
Other:     100.0:      20.4       40.4        7.0       65.0       35.7       92.4       83.1:       7.6       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       251:        75         63         68         85         81        200        179:
Old  :       248:        72         64         67         85         79        198        175:
Other:        71:        11         11          6         15         34         29         51:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 14.3       18.8       22.4       27.6        9.0       13.0       15.1       19.2
Old  :                 13.9       18.8       22.0       27.9        9.8       15.1       15.9       21.3
Other:                 64.2       49.8       80.4       65.6       64.2       49.8       76.8       63.3
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 11, 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  : 1,790,591:   447,556    208,181    357,124    736,560  1,002,630  1,541,240  1,567,935:   249,351    222,656
Old  :   886,632:   312,618    265,186    123,453    332,345    421,611    768,416    810,250:   118,216     76,382
Other:   903,959:   276,069     84,126     92,540    404,215    581,019    772,824    757,685:   131,135    146,274
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    -6,767:    -1,963    -17,323     12,134    -15,689       -324     -5,518     -5,513:    -1,249     -1,254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       11.6       19.9       41.1       56.0       86.1       87.6:      13.9       12.4
Old  :     100.0:      35.3       29.9       13.9       37.5       47.6       86.7       91.4:      13.3        8.6
Other:     100.0:      30.5        9.3       10.2       44.7       64.3       85.5       83.8:      14.5       16.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       888:       242        133        206        340        390        686        647:
Old  :       781:       188        133        111        280        311        530        498:
Other:       747:       183        114         97        225        352        459        523:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.7        8.8       15.1       15.2        6.4        6.9       10.9       12.5
Old  :                  9.6       11.1       15.5       18.4        9.6        9.8       15.0       15.9
Other:                 14.1       11.5       22.2       19.0       10.5        9.7       15.9       14.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 11, 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  :     7,064:     3,403        224        376      1,220      5,368      4,999      5,968:     2,065      1,096
Old  :     7,064:     3,403        224        376      1,220      5,368      4,999      5,968:     2,065      1,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :      -543:      -292        -62        -50        -16       -108       -358       -220:      -185       -323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2        3.2        5.3       17.3       76.0       70.8       84.5:      29.2       15.5
Old  :     100.0:      48.2        3.2        5.3       17.3       76.0       70.8       84.5:      29.2       15.5
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  :        34:        16          4          2         10         11         28         16:
Old  :        34:        16          4          2         10         11         28         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  :                 31.4       50.6       44.6       73.6       30.8       47.0       42.9       66.8
Old  :                 31.4       50.6       44.6       73.6       30.8       47.0       42.9       66.8
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 11, 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  :   757,333:   140,432    188,101    185,519    382,625    310,835    708,576    684,455:    48,757     72,878
Old  :   344,588:   139,807    124,681     26,358    151,129    162,089    317,294    313,128:    27,294     31,460
Other:   412,745:    87,171    149,966     72,615    231,496    148,746    391,282    371,327:    21,463     41,418
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :   -14,290:       677        453     -3,014     -9,822    -10,142    -12,159    -12,703:    -2,131     -1,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       24.8       24.5       50.5       41.0       93.6       90.4:       6.4        9.6
Old  :     100.0:      40.6       36.2        7.6       43.9       47.0       92.1       90.9:       7.9        9.1
Other:     100.0:      21.1       36.3       17.6       56.1       36.0       94.8       90.0:       5.2       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       566:       137        143        180        159        202        404        459:
Old  :       483:       155        100         65        120        162        296        311:
Other:       482:        86        163        110        111        179        279        384:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 16.8       11.8       23.8       18.7       13.1       10.4       19.6       15.8
Old  :                 15.6       22.0       24.5       31.3       15.5       20.2       23.9       28.4
Other:                 21.7        9.9       30.8       18.0       18.5        8.4       26.4       15.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 11, 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  :   487,041:   117,633    132,924     98,739    235,450    227,730    451,822    459,393:    35,219     27,648
Old  :   226,370:    87,068     91,657     32,257     89,699     85,748    209,024    209,662:    17,346     16,708
Other:   260,671:    74,239     84,941     22,808    145,751    141,982    242,798    249,731:    17,873     10,940
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :   -30,358:    -6,552     -4,398    -15,649     -9,744     -8,769    -31,945    -28,816:     1,587     -1,542
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.2       27.3       20.3       48.3       46.8       92.8       94.3:       7.2        5.7
Old  :     100.0:      38.5       40.5       14.2       39.6       37.9       92.3       92.6:       7.7        7.4
Other:     100.0:      28.5       32.6        8.7       55.9       54.5       93.1       95.8:       6.9        4.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       328:        93        102        108         89         75        244        243:
Old  :       281:        89         81         64         73         60        189        184:
Other:       238:        65         76         56         65         54        163        162:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       21.3       20.1       28.9        9.8       18.3       16.3       24.4
Old  :                 17.8       16.2       27.6       26.9       16.2       15.4       25.6       25.6
Other:                 16.4       28.8       25.5       39.7       16.3       25.6       24.9       36.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 11, 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  :   968,255:   184,502    166,313     21,515    582,662    640,762    788,679    828,590:   179,576    139,665
Old  :   968,255:   184,502    166,313     21,515    582,662    640,762    788,679    828,590:   179,576    139,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :   -12,885:    18,475     -9,226    -13,128    -10,328     15,316     -4,981     -7,038:    -7,904     -5,847
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.1       17.2        2.2       60.2       66.2       81.5       85.6:      18.5       14.4
Old  :     100.0:      19.1       17.2        2.2       60.2       66.2       81.5       85.6:      18.5       14.4
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  :       182:        47         24         19         77         80        128        119:
Old  :       182:        47         24         19         77         80        128        119:
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  :                 23.7       30.8       32.1       42.7       19.7       27.8       26.4       37.6
Old  :                 23.7       30.8       32.1       42.7       19.7       27.8       26.4       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, June 11, 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  : 1,159,173:    87,403    387,529     27,919    866,481    652,183    981,803  1,067,631:   177,370     91,542
Old  : 1,159,173:    87,403    387,529     27,919    866,481    652,183    981,803  1,067,631:   177,370     91,542
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :     4,649:     7,877    -11,591     -4,241        234     15,861      3,870         29:       779      4,620
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       33.4        2.4       74.7       56.3       84.7       92.1:      15.3        7.9
Old  :     100.0:       7.5       33.4        2.4       74.7       56.3       84.7       92.1:      15.3        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       134:        25         17         15         70         68         99         96:
Old  :       134:        25         17         15         70         68         99         96:
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  :                 32.5       34.1       41.7       51.5       25.8       32.8       33.9       49.2
Old  :                 32.5       34.1       41.7       51.5       25.8       32.8       33.9       49.2
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 11, 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  :   482,155:    87,686     55,308    113,441    234,986    282,433    436,113    451,182:    46,042     30,973
Old  :   224,610:    67,991     54,532     31,209     98,641    120,851    197,841    206,592:    26,769     18,018
Other:   257,545:    65,362     46,443     36,565    136,345    161,582    238,272    244,590:    19,273     12,955
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    -4,497:    -4,445     -3,387      4,204     -3,961     -6,639     -4,202     -5,822:      -295      1,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       11.5       23.5       48.7       58.6       90.5       93.6:       9.5        6.4
Old  :     100.0:      30.3       24.3       13.9       43.9       53.8       88.1       92.0:      11.9        8.0
Other:     100.0:      25.4       18.0       14.2       52.9       62.7       92.5       95.0:       7.5        5.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        78         54         89        105         95        233        204:
Old  :       254:        80         47         59         90         79        191        165:
Other:       221:        60         53         56         80         68        173        146:
     :----------------------------------------------------------------------------------------------------
     :             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       24.8       19.7       34.4       10.4       18.9       15.0       27.1
Old  :                 13.7       25.4       21.7       35.3       12.5       25.1       19.3       34.5
Other:                 17.0       27.5       25.7       40.2       11.2       22.9       18.8       30.7
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 11, 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  :     7,761:     1,900      1,730        149      3,549      4,579      5,598      6,458:     2,163      1,303
Old  :     5,412:     1,467      1,209          0      2,554      3,517      4,021      4,726:     1,391        686
Other:     2,349:       569        657         13        995      1,062      1,577      1,732:       772        617
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :         7:       336        -57          6       -636          6       -294        -45:       301         52
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       22.3        1.9       45.7       59.0       72.1       83.2:      27.9       16.8
Old  :     100.0:      27.1       22.3        0.0       47.2       65.0       74.3       87.3:      25.7       12.7
Other:     100.0:      24.2       28.0        0.6       42.4       45.2       67.1       73.7:      32.9       26.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        47:        13         13          6         10         14         28         29:
Old  :        41:        13         10          0          6         12         19         22:
Other:        31:         7         10          2          6         10         15         20:
     :----------------------------------------------------------------------------------------------------
     :             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       41.0       55.1       57.2       44.8       40.9       54.2       56.6
Old  :                 51.5       51.6       62.7       67.4       51.5       51.6       62.7       67.4
Other:                 45.9       45.3       64.0       60.1       45.9       45.1       64.0       59.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 11, 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  : 3,680,451:   993,218  1,168,832     58,192  2,439,518  2,337,945  3,490,928  3,564,969:   189,523    115,482
Old  : 3,680,451:   993,218  1,168,832     58,192  2,439,518  2,337,945  3,490,928  3,564,969:   189,523    115,482
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    98,898:   -43,332     86,224     10,483    111,682        169     78,833     96,876:    20,065      2,022
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.0       31.8        1.6       66.3       63.5       94.9       96.9:       5.1        3.1
Old  :     100.0:      27.0       31.8        1.6       66.3       63.5       94.9       96.9:       5.1        3.1
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  :       364:        71         60         36        165        143        253        222:
Old  :       364:        71         60         36        165        143        253        222:
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  :                 24.6       29.4       38.1       46.3       24.3       28.7       37.5       45.5
Old  :                 24.6       29.4       38.1       46.3       24.3       28.7       37.5       45.5
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 11, 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  : 3,935,860:   643,501  1,009,489    230,990  2,584,462  2,273,338  3,458,953  3,513,817:   476,907    422,043
Old  : 3,935,860:   643,501  1,009,489    230,990  2,584,462  2,273,338  3,458,953  3,513,817:   476,907    422,043
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :     1,050:    30,228    -71,486    -35,902     -3,382    104,455     -9,056     -2,933:    10,106      3,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       25.6        5.9       65.7       57.8       87.9       89.3:      12.1       10.7
Old  :     100.0:      16.3       25.6        5.9       65.7       57.8       87.9       89.3:      12.1       10.7
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  :       407:        81         74         45        180        177        281        276:
Old  :       407:        81         74         45        180        177        281        276:
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  :                 21.1       20.0       29.0       30.3       16.3       19.3       23.5       27.7
Old  :                 21.1       20.0       29.0       30.3       16.3       19.3       23.5       27.7
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 11, 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  :   717,293:   148,189    111,169      7,979    448,115    448,950    604,283    568,098:   113,010    149,195
Old  :   717,293:   148,189    111,169      7,979    448,115    448,950    604,283    568,098:   113,010    149,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :   -11,799:    23,662     12,065        376    -41,508    -24,127    -17,470    -11,686:     5,671       -113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       15.5        1.1       62.5       62.6       84.2       79.2:      15.8       20.8
Old  :     100.0:      20.7       15.5        1.1       62.5       62.6       84.2       79.2:      15.8       20.8
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  :       103:        17         13         13         52         57         75         77:
Old  :       103:        17         13         13         52         57         75         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  :                 26.3       28.5       39.4       38.6       24.2       26.0       36.9       35.0
Old  :                 26.3       28.5       39.4       38.6       24.2       26.0       36.9       35.0
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 11, 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  : 4,509,009:   819,482    881,212     83,427  3,263,620  3,222,220  4,166,529  4,186,859:   342,480    322,150
Old  : 4,509,009:   819,482    881,212     83,427  3,263,620  3,222,220  4,166,529  4,186,859:   342,480    322,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :  -137,922:     8,700    -93,654    -13,923   -120,683    -26,183   -125,906   -133,760:   -12,016     -4,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.2       19.5        1.9       72.4       71.5       92.4       92.9:       7.6        7.1
Old  :     100.0:      18.2       19.5        1.9       72.4       71.5       92.4       92.9:       7.6        7.1
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  :       336:        58         57         42        147        166        228        242:
Old  :       336:        58         57         42        147        166        228        242:
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  :                 33.4       26.8       44.4       38.5       23.7       24.2       33.8       33.6
Old  :                 33.4       26.8       44.4       38.5       23.7       24.2       33.8       33.6
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 11, 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  : 2,275,845:   337,991    456,943    460,959  1,443,332  1,304,336  2,242,282  2,222,238:    33,563     53,607
Old  : 2,275,845:   337,991    456,943    460,959  1,443,332  1,304,336  2,242,282  2,222,238:    33,563     53,607
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :   109,911:    28,038    -20,571      3,679     77,489    123,500    109,206    106,608:       705      3,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       20.1       20.3       63.4       57.3       98.5       97.6:       1.5        2.4
Old  :     100.0:      14.9       20.1       20.3       63.4       57.3       98.5       97.6:       1.5        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  :       157:        33         40         49         67         77        125        142:
Old  :       157:        33         40         49         67         77        125        142:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       25.8       47.7       39.1       23.7       15.4       32.7       24.8
Old  :                 30.9       25.8       47.7       39.1       23.7       15.4       32.7       24.8
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 - Futures Only, June 11, 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  :    37,341:    10,111      6,984      2,025     17,731     19,199     29,866     28,208:     7,475      9,133
Old  :    37,341:    10,111      6,984      2,025     17,731     19,199     29,866     28,208:     7,475      9,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    -1,866:       139     -1,923       -376     -1,840        738     -2,077     -1,561:       211       -305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       18.7        5.4       47.5       51.4       80.0       75.5:      20.0       24.5
Old  :     100.0:      27.1       18.7        5.4       47.5       51.4       80.0       75.5:      20.0       24.5
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  :        94:        23         23          7         31         27         60         52:
Old  :        94:        23         23          7         31         27         60         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       31.8       40.3       44.6       26.4       26.8       37.8       37.7
Old  :                 26.6       31.8       40.3       44.6       26.4       26.8       37.8       37.7
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 11, 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  :    74,681:    20,221     13,968      4,050     35,461     38,397     59,732     56,415:    14,949     18,266
Old  :    74,681:    20,221     13,968      4,050     35,461     38,397     59,732     56,415:    14,949     18,266
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    -3,731:       277     -3,845       -751     -3,679      1,475     -4,153     -3,121:       422       -610
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       18.7        5.4       47.5       51.4       80.0       75.5:      20.0       24.5
Old  :     100.0:      27.1       18.7        5.4       47.5       51.4       80.0       75.5:      20.0       24.5
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  :        94:        23         23          7         31         27         60         52:
Old  :        94:        23         23          7         31         27         60         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       31.8       40.3       44.6       26.4       26.8       37.8       37.7
Old  :                 26.6       31.8       40.3       44.6       26.4       26.8       37.8       37.7
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 11, 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  :    28,348:     1,960      1,910          0     24,879     24,158     26,839     26,068:     1,509      2,280
Old  :    28,348:     1,960      1,910          0     24,879     24,158     26,839     26,068:     1,509      2,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :     2,495:       -60        798          0      2,574        888      2,514      1,686:       -19        809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.9        6.7        0.0       87.8       85.2       94.7       92.0:       5.3        8.0
Old  :     100.0:       6.9        6.7        0.0       87.8       85.2       94.7       92.0:       5.3        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          3          0         12         11         15         14:
Old  :        25:         3          3          0         12         11         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  :                 68.9       69.6       84.9       83.7       68.9       69.1       84.5       83.2
Old  :                 68.9       69.6       84.9       83.7       68.9       69.1       84.5       83.2
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 - Futures Only, June 11, 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  :    33,182:    24,128     28,500      1,952      6,918      2,065     32,998     32,517:       184        665
Old  :    33,182:    24,128     28,500      1,952      6,918      2,065     32,998     32,517:       184        665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :     1,330:    -1,268       -446      1,837        759        -73      1,328      1,318:         2         12
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.7       85.9        5.9       20.8        6.2       99.4       98.0:       0.6        2.0
Old  :     100.0:      72.7       85.9        5.9       20.8        6.2       99.4       98.0:       0.6        2.0
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  :        47:        22         20          4          4          2         30         22:
Old  :        47:        22         20          4          4          2         30         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.9       70.4       80.8       84.7       57.9       70.4       78.5       80.8
Old  :                 57.9       70.4       80.8       84.7       57.9       70.4       78.5       80.8
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 11, 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  :    29,037:    20,907      5,451        104      8,002     21,370     29,013     26,925:        24      2,112
Old  :    29,037:    20,907      5,451        104      8,002     21,370     29,013     26,925:        24      2,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :     1,773:       612     -1,050         33      1,149      2,756      1,794      1,739:       -21         34
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      72.0       18.8        0.4       27.6       73.6       99.9       92.7:       0.1        7.3
Old  :     100.0:      72.0       18.8        0.4       27.6       73.6       99.9       92.7:       0.1        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  :        32:         6          7          2          5         16         13         23:
Old  :        32:         6          7          2          5         16         13         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  :                 90.5       66.1       98.9       81.0       89.5       62.9       95.3       77.8
Old  :                 90.5       66.1       98.9       81.0       89.5       62.9       95.3       77.8
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 - Futures Only, June 11, 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  :    23,204:    17,565      5,280        108      5,449     16,170     23,122     21,558:        82      1,646
Old  :    23,204:    17,565      5,280        108      5,449     16,170     23,122     21,558:        82      1,646
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :     2,073:      -724     -1,435         41      2,686      4,301      2,003      2,907:        70       -834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      75.7       22.8        0.5       23.5       69.7       99.6       92.9:       0.4        7.1
Old  :     100.0:      75.7       22.8        0.5       23.5       69.7       99.6       92.9:       0.4        7.1
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  :        30:         7         10          1          3         11         10         22:
Old  :        30:         7         10          1          3         11         10         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 90.9       70.7       99.3       87.3       83.3       59.1       87.4       75.7
Old  :                 90.9       70.7       99.3       87.3       83.3       59.1       87.4       75.7
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 11, 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  :    45,754:    15,158     15,172     30,579          0          0     45,737     45,751:        17          3
Old  :    45,754:    15,158     15,172     30,579          0          0     45,737     45,751:        17          3
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 4, 2019                         :
     :    -3,221:    -3,602     -3,603        384          0          0     -3,218     -3,219:        -3         -2
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       33.2       66.8        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      33.1       33.2       66.8        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:         6         16          5          0          0          7         21:
Old  :        23:         6         16          5          0          0          7         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  :                 99.0       75.3      100.0       95.9       33.0       27.2       33.1       31.6
Old  :                 99.0       75.3      100.0       95.9       33.0       27.2       33.1       31.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 14, 2019