WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, June 25, 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  :   380,979:   129,662     99,458     94,515    124,144    143,375    348,321    337,348:    32,658     43,631
Old  :   354,759:   121,637     96,943     87,995    117,295    131,978    326,927    316,916:    27,832     37,843
Other:    26,220:    12,405      6,895      2,140      6,849     11,397     21,394     20,432:     4,826      5,788
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -44,702:    -9,684    -10,585    -23,664     -9,638    -10,494    -42,986    -44,743:    -1,716         41
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       26.1       24.8       32.6       37.6       91.4       88.5:       8.6       11.5
Old  :     100.0:      34.3       27.3       24.8       33.1       37.2       92.2       89.3:       7.8       10.7
Other:     100.0:      47.3       26.3        8.2       26.1       43.5       81.6       77.9:      18.4       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       104        110        115         84        113        263        284:
Old  :       360:       104        107        109         84        112        257        277:
Other:       112:        24         28         11         20         49         52         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       11.5       22.1       21.3       10.7        9.6       19.0       16.7
Old  :                 13.2       11.6       23.4       22.0       11.3        9.9       19.8       17.0
Other:                 41.0       22.2       53.3       36.2       40.8       22.1       52.8       36.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, June 25, 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  :    18,970:     6,697          0      1,350     10,537     16,820     18,584     18,170:       386        800
Old  :    18,970:     6,697          0      1,350     10,537     16,820     18,584     18,170:       386        800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :     1,481:     1,270       -150        100        210      1,431      1,580      1,381:       -99        100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        0.0        7.1       55.5       88.7       98.0       95.8:       2.0        4.2
Old  :     100.0:      35.3        0.0        7.1       55.5       88.7       98.0       95.8:       2.0        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         8          0          4         16         14         24         18:
Old  :        28:         8          0          4         16         14         24         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  :                 42.4       61.2       66.6       79.9       35.6       46.8       52.4       59.9
Old  :                 42.4       61.2       66.6       79.9       35.6       46.8       52.4       59.9
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 25, 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  :   261,016:    62,999     66,201     65,423    107,642    107,340    236,064    238,964:    24,952     22,052
Old  :   248,695:    62,374     64,435     62,195    100,404    102,268    224,973    228,898:    23,722     19,797
Other:    12,321:     2,639      3,780      1,214      7,238      5,072     11,091     10,066:     1,230      2,255
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -25,478:    -7,650     -8,536    -11,043     -4,839     -5,653    -23,532    -25,232:    -1,946       -246
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.1       25.4       25.1       41.2       41.1       90.4       91.6:       9.6        8.4
Old  :     100.0:      25.1       25.9       25.0       40.4       41.1       90.5       92.0:       9.5        8.0
Other:     100.0:      21.4       30.7        9.9       58.7       41.2       90.0       81.7:      10.0       18.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       240:        72         56         60         81         76        188        164:
Old  :       239:        73         55         60         81         75        187        163:
Other:        74:        12         14          6         15         35         31         53:
     :----------------------------------------------------------------------------------------------------
     :             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       19.0       23.3       27.5        9.8       13.9       17.3       20.2
Old  :                 14.3       19.8       23.6       28.5       10.8       16.1       18.7       22.7
Other:                 54.9       42.1       72.4       58.3       53.2       42.1       68.2       54.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, June 25, 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  : 1,761,307:   462,115    154,914    301,375    725,156  1,078,830  1,488,646  1,535,119:   272,661    226,188
Old  :   675,070:   235,370    222,742     34,060    304,196    356,336    573,626    613,138:   101,444     61,932
Other: 1,086,237:   381,306     86,733    112,754    420,960    722,494    915,020    921,981:   171,217    164,256
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -79,718:   -11,528    -48,383    -29,159    -47,112      1,477    -87,799    -76,065:     8,081     -3,653
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.2        8.8       17.1       41.2       61.3       84.5       87.2:      15.5       12.8
Old  :     100.0:      34.9       33.0        5.0       45.1       52.8       85.0       90.8:      15.0        9.2
Other:     100.0:      35.1        8.0       10.4       38.8       66.5       84.2       84.9:      15.8       15.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       887:       250        115        199        377        391        717        639:
Old  :       735:       170        111         79        303        279        515        432:
Other:       790:       212        110        115        244        361        508        544:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.0       10.4       14.0       17.6        6.6        8.2       10.2       14.6
Old  :                 12.6       14.4       19.7       24.9       12.5       13.5       19.2       21.6
Other:                 13.0       11.4       20.1       20.0       11.7       10.8       17.2       17.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, June 25, 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  :     5,042:     2,252         56         50        884      3,903      3,186      4,009:     1,856      1,033
Old  :     5,042:     2,252         56         50        884      3,903      3,186      4,009:     1,856      1,033
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :    -1,462:      -925       -115        -85       -233     -1,204     -1,243     -1,404:      -219        -58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.7        1.1        1.0       17.5       77.4       63.2       79.5:      36.8       20.5
Old  :     100.0:      44.7        1.1        1.0       17.5       77.4       63.2       79.5:      36.8       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  :        25:        11          2          1          6          9         17         12:
Old  :        25:        11          2          1          6          9         17         12:
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  :                 35.7       51.0       50.1       75.4       35.7       47.3       50.1       70.6
Old  :                 35.7       51.0       50.1       75.4       35.7       47.3       50.1       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, June 25, 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  :   654,165:   127,643    129,511    144,738    326,537    309,608    598,918    583,857:    55,247     70,308
Old  :   141,315:    55,635     30,060      6,058     60,756     87,834    122,449    123,952:    18,866     17,363
Other:   512,850:   111,938    139,381     98,750    265,781    221,774    476,469    459,905:    36,381     52,945
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :  -123,828:   -29,590    -30,456    -50,710    -43,984    -39,201   -124,284   -120,367:       456     -3,461
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.5       19.8       22.1       49.9       47.3       91.6       89.3:       8.4       10.7
Old  :     100.0:      39.4       21.3        4.3       43.0       62.2       86.6       87.7:      13.4       12.3
Other:     100.0:      21.8       27.2       19.3       51.8       43.2       92.9       89.7:       7.1       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       521:       146        118        151        159        197        389        408:
Old  :       334:        92         51         39         97        144        204        223:
Other:       494:       124        135        126        125        179        331        372:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.0       11.6       21.6       19.5       10.1        9.7       16.9       15.8
Old  :                 15.9       28.0       26.1       36.2       15.5       28.0       24.7       35.7
Other:                 17.0       10.1       26.5       17.8       12.9        8.2       22.4       14.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, June 25, 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  :   435,863:   102,759    109,281     88,186    213,754    210,387    404,699    407,854:    31,164     28,009
Old  :   120,705:    38,598     26,201     15,652     56,252     67,541    110,502    109,394:    10,203     11,311
Other:   315,158:    90,940    109,859     45,755    157,502    142,846    294,197    298,460:    20,961     16,698
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -27,310:    -9,070     -3,318    -12,878     -4,359    -13,065    -26,307    -29,261:    -1,003      1,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       25.1       20.2       49.0       48.3       92.9       93.6:       7.1        6.4
Old  :     100.0:      32.0       21.7       13.0       46.6       56.0       91.5       90.6:       8.5        9.4
Other:     100.0:      28.9       34.9       14.5       50.0       45.3       93.3       94.7:       6.7        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        87         83        104         89         70        240        213:
Old  :       187:        48         41         44         68         55        142        121:
Other:       259:        77         83         74         68         53        189        177:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       21.1       19.7       28.5       11.1       17.7       18.2       23.9
Old  :                 22.8       23.9       34.5       37.5       17.6       20.0       27.0       30.2
Other:                 15.0       21.5       24.3       29.6       14.9       19.8       24.2       27.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, June 25, 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  :   939,464:   176,935    160,745     15,861    569,013    623,644    761,809    800,250:   177,655    139,214
Old  :   939,464:   176,935    160,745     15,861    569,013    623,644    761,809    800,250:   177,655    139,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -25,042:   -14,784    -12,684     -4,810     -5,901    -14,451    -25,495    -31,945:       453      6,903
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8       17.1        1.7       60.6       66.4       81.1       85.2:      18.9       14.8
Old  :     100.0:      18.8       17.1        1.7       60.6       66.4       81.1       85.2:      18.9       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  :       173:        44         23         15         72         74        119        109:
Old  :       173:        44         23         15         72         74        119        109:
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  :                 25.9       30.2       34.7       43.0       22.5       28.7       29.2       38.3
Old  :                 25.9       30.2       34.7       43.0       22.5       28.7       29.2       38.3
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 25, 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  : 1,141,914:    89,917    392,174     15,274    859,613    645,280    964,804  1,052,728:   177,110     89,186
Old  : 1,141,914:    89,917    392,174     15,274    859,613    645,280    964,804  1,052,728:   177,110     89,186
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -13,068:     3,198      1,125     -2,938    -11,312     -7,922    -11,052     -9,735:    -2,016     -3,333
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.9       34.3        1.3       75.3       56.5       84.5       92.2:      15.5        7.8
Old  :     100.0:       7.9       34.3        1.3       75.3       56.5       84.5       92.2:      15.5        7.8
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  :       130:        24         16         16         71         68        100         95:
Old  :       130:        24         16         16         71         68        100         95:
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  :                 32.2       34.8       41.6       52.3       25.5       34.6       33.6       51.0
Old  :                 32.2       34.8       41.6       52.3       25.5       34.6       33.6       51.0
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 25, 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  :   464,320:    73,675     49,495    121,289    223,690    263,497    418,654    434,281:    45,666     30,039
Old  :   145,917:    45,777     30,766     12,155     67,030     90,902    124,962    133,823:    20,955     12,094
Other:   318,403:    83,543     74,374     53,489    156,660    172,595    293,692    300,458:    24,711     17,945
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -28,191:    -5,489     -3,380    -10,447    -10,868    -13,321    -26,804    -27,148:    -1,387     -1,043
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       10.7       26.1       48.2       56.7       90.2       93.5:       9.8        6.5
Old  :     100.0:      31.4       21.1        8.3       45.9       62.3       85.6       91.7:      14.4        8.3
Other:     100.0:      26.2       23.4       16.8       49.2       54.2       92.2       94.4:       7.8        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       270:        72         58         90        101         85        232        193:
Old  :       202:        62         25         34         87         66        158        118:
Other:       233:        63         67         66         74         66        183        155:
     :----------------------------------------------------------------------------------------------------
     :             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       22.6       20.1       32.7       10.0       17.2       14.6       24.5
Old  :                 15.9       30.5       25.3       45.3       15.6       30.5       23.6       45.3
Other:                 15.6       22.4       23.1       32.6       12.3       18.8       19.3       27.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, June 25, 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  :     7,326:     1,654      1,505        330      3,382      4,142      5,366      5,977:     1,960      1,349
Old  :     1,497:       328        417          0        690        894      1,018      1,311:       479        186
Other:     5,829:     1,647      1,409          9      2,692      3,248      4,348      4,666:     1,481      1,163
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :      -947:      -441       -248         24       -416       -787       -833     -1,011:      -114         64
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.6       20.5        4.5       46.2       56.5       73.2       81.6:      26.8       18.4
Old  :     100.0:      21.9       27.9        0.0       46.1       59.7       68.0       87.6:      32.0       12.4
Other:     100.0:      28.3       24.2        0.2       46.2       55.7       74.6       80.0:      25.4       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        15         11          4         12         13         31         25:
Old  :        17:         4          3          0          6          4         10          7:
Other:        42:        15         10          1          9         11         25         21:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 44.5       42.2       55.6       58.0       43.3       41.1       53.3       56.5
Old  :                 54.4       75.6       66.3       87.6       54.4       75.6       66.3       87.6
Other:                 52.6       46.5       62.9       64.4       52.6       46.3       62.9       64.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, June 25, 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  : 3,617,304:   910,135  1,179,877     45,384  2,462,085  2,275,112  3,417,604  3,500,373:   199,700    116,931
Old  : 3,617,304:   910,135  1,179,877     45,384  2,462,085  2,275,112  3,417,604  3,500,373:   199,700    116,931
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :    13,840:    -5,756    110,160    -21,688     40,634    -72,529     13,190     15,943:       650     -2,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       32.6        1.3       68.1       62.9       94.5       96.8:       5.5        3.2
Old  :     100.0:      25.2       32.6        1.3       68.1       62.9       94.5       96.8:       5.5        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  :       360:        71         57         36        170        142        258        218:
Old  :       360:        71         57         36        170        142        258        218:
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  :                 25.7       29.9       39.6       46.6       25.5       29.1       39.0       45.8
Old  :                 25.7       29.9       39.6       46.6       25.5       29.1       39.0       45.8
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 25, 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  : 3,769,289:   672,136    953,235    183,309  2,444,240  2,224,328  3,299,685  3,360,872:   469,604    408,417
Old  : 3,769,289:   672,136    953,235    183,309  2,444,240  2,224,328  3,299,685  3,360,872:   469,604    408,417
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -85,850:    51,131    -70,754    -13,568   -127,888     -7,401    -90,325    -91,723:     4,475      5,873
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       25.3        4.9       64.8       59.0       87.5       89.2:      12.5       10.8
Old  :     100.0:      17.8       25.3        4.9       64.8       59.0       87.5       89.2:      12.5       10.8
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  :       382:        90         58         49        173        166        285        251:
Old  :       382:        90         58         49        173        166        285        251:
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  :                 23.1       19.0       30.9       30.3       16.9       18.2       24.0       27.0
Old  :                 23.1       19.0       30.9       30.3       16.9       18.2       24.0       27.0
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 25, 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  :   751,821:   144,188    121,742     10,655    485,968    471,368    640,811    603,765:   111,010    148,056
Old  :   751,821:   144,188    121,742     10,655    485,968    471,368    640,811    603,765:   111,010    148,056
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :    10,712:    -1,688     -2,012      2,180     15,181      5,398     15,673      5,566:    -4,961      5,146
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       16.2        1.4       64.6       62.7       85.2       80.3:      14.8       19.7
Old  :     100.0:      19.2       16.2        1.4       64.6       62.7       85.2       80.3:      14.8       19.7
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  :       107:        15         14         11         56         60         76         80:
Old  :       107:        15         14         11         56         60         76         80:
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       29.5       40.3       40.3       24.2       28.7       36.9       36.9
Old  :                 26.6       29.5       40.3       40.3       24.2       28.7       36.9       36.9
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 25, 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  : 4,450,788:   873,368    915,211     61,532  3,155,207  3,142,643  4,090,107  4,119,386:   360,681    331,402
Old  : 4,450,788:   873,368    915,211     61,532  3,155,207  3,142,643  4,090,107  4,119,386:   360,681    331,402
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -75,692:    50,844     52,814     -9,755   -121,944   -118,585    -80,855    -75,526:     5,163       -166
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       20.6        1.4       70.9       70.6       91.9       92.6:       8.1        7.4
Old  :     100.0:      19.6       20.6        1.4       70.9       70.6       91.9       92.6:       8.1        7.4
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  :       330:        59         56         41        148        162        228        238:
Old  :       330:        59         56         41        148        162        228        238:
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  :                 31.3       24.8       44.3       36.4       21.4       22.2       34.0       32.4
Old  :                 31.3       24.8       44.3       36.4       21.4       22.2       34.0       32.4
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 25, 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  : 2,284,359:   460,751    510,553    412,875  1,369,607  1,298,557  2,243,233  2,221,985:    41,126     62,374
Old  : 2,284,359:   460,751    510,553    412,875  1,369,607  1,298,557  2,243,233  2,221,985:    41,126     62,374
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :    -4,457:    95,240     71,423    -54,082    -52,533    -29,107    -11,375    -11,766:     6,918      7,309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.2       22.3       18.1       60.0       56.8       98.2       97.3:       1.8        2.7
Old  :     100.0:      20.2       22.3       18.1       60.0       56.8       98.2       97.3:       1.8        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  :       180:        44         43         51         73         84        136        160:
Old  :       180:        44         43         51         73         84        136        160:
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  :                 30.5       25.6       51.9       42.1       27.9       15.1       37.9       24.6
Old  :                 30.5       25.6       51.9       42.1       27.9       15.1       37.9       24.6
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 25, 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  :    41,325:    22,791      4,559        535     10,132     26,724     33,457     31,818:     7,868      9,507
Old  :    41,325:    22,791      4,559        535     10,132     26,724     33,457     31,818:     7,868      9,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :    -2,471:     8,389     -1,574       -579     -9,754        534     -1,944     -1,619:      -527       -852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.2       11.0        1.3       24.5       64.7       81.0       77.0:      19.0       23.0
Old  :     100.0:      55.2       11.0        1.3       24.5       64.7       81.0       77.0:      19.0       23.0
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  :        94:        33         18          2         24         27         57         47:
Old  :        94:        33         18          2         24         27         57         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       35.2       41.6       48.7       27.7       32.9       41.1       45.7
Old  :                 28.1       35.2       41.6       48.7       27.7       32.9       41.1       45.7
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 25, 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  :    82,649:    45,581      9,117      1,070     20,263     53,448     66,914     63,635:    15,735     19,014
Old  :    82,649:    45,581      9,117      1,070     20,263     53,448     66,914     63,635:    15,735     19,014
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :    -4,941:    16,778     -3,147     -1,158    -19,508      1,067     -3,888     -3,238:    -1,053     -1,703
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.2       11.0        1.3       24.5       64.7       81.0       77.0:      19.0       23.0
Old  :     100.0:      55.2       11.0        1.3       24.5       64.7       81.0       77.0:      19.0       23.0
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  :        94:        33         18          2         24         27         57         47:
Old  :        94:        33         18          2         24         27         57         47:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       35.2       41.6       48.7       27.7       32.9       41.1       45.7
Old  :                 28.1       35.2       41.6       48.7       27.7       32.9       41.1       45.7
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 25, 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  :    26,594:     2,696      1,224          0     21,927     24,919     24,623     26,143:     1,971        451
Old  :    26,594:     2,696      1,224          0     21,927     24,919     24,623     26,143:     1,971        451
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :    -6,682:       205          0          0     -6,358     -3,314     -6,153     -3,314:      -529     -3,368
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1        4.6        0.0       82.5       93.7       92.6       98.3:       7.4        1.7
Old  :     100.0:      10.1        4.6        0.0       82.5       93.7       92.6       98.3:       7.4        1.7
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  :        23:         4          2          0         13          9         17         11:
Old  :        23:         4          2          0         13          9         17         11:
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  :                 63.1       85.1       79.1       96.8       63.1       84.2       77.9       95.1
Old  :                 63.1       85.1       79.1       96.8       63.1       84.2       77.9       95.1
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 25, 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  :    26,147:    13,083     19,691      4,583      8,295      1,146     25,961     25,420:       186        727
Old  :    26,147:    13,083     19,691      4,583      8,295      1,146     25,961     25,420:       186        727
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :   -15,577:    -9,270     -6,714     -6,053       -236     -2,797    -15,559    -15,564:       -18        -13
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0       75.3       17.5       31.7        4.4       99.3       97.2:       0.7        2.8
Old  :     100.0:      50.0       75.3       17.5       31.7        4.4       99.3       97.2:       0.7        2.8
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  :        45:        25         16          3          4          1         31         18:
Old  :        45:        25         16          3          4          1         31         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  :                 50.4       73.3       77.4       87.8       37.5       60.5       57.7       70.5
Old  :                 50.4       73.3       77.4       87.8       37.5       60.5       57.7       70.5
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 25, 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  :    15,872:     8,726      4,536         69      7,034      8,862     15,829     13,467:        43      2,405
Old  :    15,872:     8,726      4,536         69      7,034      8,862     15,829     13,467:        43      2,405
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :      -503:      -514       -889          0         25        155       -489       -734:       -14        231
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.0       28.6        0.4       44.3       55.8       99.7       84.8:       0.3       15.2
Old  :     100.0:      55.0       28.6        0.4       44.3       55.8       99.7       84.8:       0.3       15.2
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  :        32:         5          7          1          4         16         10         23:
Old  :        32:         5          7          1          4         16         10         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  :                 91.1       41.5       99.2       65.9       91.1       41.0       99.1       65.5
Old  :                 91.1       41.5       99.2       65.9       91.1       41.0       99.1       65.5
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 25, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :     9,216:     5,243      3,859          0      3,932      3,656      9,175      7,515:        41      1,701
Old  :     9,216:     5,243      3,859          0      3,932      3,656      9,175      7,515:        41      1,701
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :      -709:      -714       -318          0          0       -353       -714       -671:         5        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.9       41.9        0.0       42.7       39.7       99.6       81.5:       0.4       18.5
Old  :     100.0:      56.9       41.9        0.0       42.7       39.7       99.6       81.5:       0.4       18.5
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  :        26:         6          9          0          2          9          8         18:
Old  :        26:         6          9          0          2          9          8         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  :                 85.9       50.6       99.6       72.3       85.9       50.6       99.6       72.3
Old  :                 85.9       50.6       99.6       72.3       85.9       50.6       99.6       72.3
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 25, 2019                                                               
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    50,811:    22,419     22,395     28,392          0          0     50,811     50,787:         0         24
Old  :    50,811:    22,419     22,395     28,392          0          0     50,811     50,787:         0         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 18, 2019                        :
     :     1,568:     3,825      3,824     -2,257          0          0      1,568      1,567:         0          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       44.1       55.9        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      44.1       44.1       55.9        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5         19          5          0          0          7         23:
Old  :        25:         5         19          5          0          0          7         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.3       66.5      100.0       94.7       44.1       34.5       44.1       42.4
Old  :                 99.3       66.5      100.0       94.7       44.1       34.5       44.1       42.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 28, 2019