WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 06, 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  :   399,820:   120,888     99,428    111,584    136,546    143,899    369,018    354,911:    30,802     44,909
Old  :   361,948:   113,718    100,395     94,696    128,067    129,504    336,481    324,595:    25,467     37,353
Other:    37,872:    18,844     10,707      5,214      8,479     14,395     32,537     30,316:     5,335      7,556
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    20,684:      -603      7,795     14,994      5,423     -3,448     19,814     19,341:       870      1,343
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.2       24.9       27.9       34.2       36.0       92.3       88.8:       7.7       11.2
Old  :     100.0:      31.4       27.7       26.2       35.4       35.8       93.0       89.7:       7.0       10.3
Other:     100.0:      49.8       28.3       13.8       22.4       38.0       85.9       80.0:      14.1       20.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       345:       113         98        125         83        102        261        271:
Old  :       341:       115         96        119         81         99        253        264:
Other:       130:        31         30         15         24         55         65         91:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.8       12.7       22.4       21.5        9.5        7.8       15.5       13.2
Old  :                 15.5       13.9       23.5       23.3        9.9        8.8       16.5       14.8
Other:                 31.9       24.8       46.3       38.2       31.1       22.7       42.4       33.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, August 06, 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  :    18,576:     7,604        471        729      9,305     16,321     17,638     17,521:       938      1,055
Old  :    18,576:     7,604        471        729      9,305     16,321     17,638     17,521:       938      1,055
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -3,863:    -1,664        231       -421     -1,781     -3,923     -3,866     -4,113:         3        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.9        2.5        3.9       50.1       87.9       95.0       94.3:       5.0        5.7
Old  :     100.0:      40.9        2.5        3.9       50.1       87.9       95.0       94.3:       5.0        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          3          2          6         13         11         17:
Old  :        23:         4          3          2          6         13         11         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.0       59.0       89.7       81.1       59.2       49.6       68.9       63.9
Old  :                 70.0       59.0       89.7       81.1       59.2       49.6       68.9       63.9
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, August 06, 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  :   291,051:    80,942     84,864     68,074    116,185    116,935    265,201    269,873:    25,850     21,178
Old  :   275,502:    80,318     84,830     61,293    109,686    110,033    251,297    256,156:    24,205     19,346
Other:    15,549:     5,263      4,673      2,142      6,499      6,902     13,904     13,717:     1,645      1,832
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :     3,308:       968      6,258     -1,878      5,507     -2,188      4,597      2,192:    -1,289      1,116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       29.2       23.4       39.9       40.2       91.1       92.7:       8.9        7.3
Old  :     100.0:      29.2       30.8       22.2       39.8       39.9       91.2       93.0:       8.8        7.0
Other:     100.0:      33.8       30.1       13.8       41.8       44.4       89.4       88.2:      10.6       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        95         55         76         91         82        218        190:
Old  :       278:        95         57         70         90         80        213        185:
Other:        97:        19         16         11         21         45         46         68:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       17.4       19.0       27.8        8.8       15.0       14.7       22.5
Old  :                 11.8       18.0       19.8       29.0        9.5       15.7       15.6       23.8
Other:                 31.0       43.4       53.1       61.0       31.0       41.4       49.3       54.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 06, 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  : 1,814,664:   424,347    202,727    356,233    761,284  1,059,110  1,541,864  1,618,070:   272,800    196,594
Old  :   500,251:   209,679    223,769     10,660    215,681    240,230    436,020    474,659:    64,231     25,592
Other: 1,314,413:   384,628    148,918    175,613    545,603    818,880  1,105,844  1,143,411:   208,569    171,002
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    32,814:    -8,749     11,290      5,200     39,434     20,230     35,885     36,720:    -3,071     -3,906
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       11.2       19.6       42.0       58.4       85.0       89.2:      15.0       10.8
Old  :     100.0:      41.9       44.7        2.1       43.1       48.0       87.2       94.9:      12.8        5.1
Other:     100.0:      29.3       11.3       13.4       41.5       62.3       84.1       87.0:      15.9       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       868:       201        126        201        406        390        719        629:
Old  :       662:       126        106         27        290        191        432        308:
Other:       814:       193        117        135        308        374        570        565:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.1       10.1       15.2       16.9        6.8        8.2       11.3       13.8
Old  :                 13.3       17.0       20.9       30.7       13.3       16.8       20.7       30.4
Other:                 12.3       11.4       19.3       18.5       11.4        9.0       16.9       14.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     4,492:     2,111        514          0        783      3,125      2,894      3,639:     1,598        853
Old  :     4,492:     2,111        514          0        783      3,125      2,894      3,639:     1,598        853
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -242:      -108         56          0         28        -76        -80        -20:      -162       -222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.0       11.4        0.0       17.4       69.6       64.4       81.0:      35.6       19.0
Old  :     100.0:      47.0       11.4        0.0       17.4       69.6       64.4       81.0:      35.6       19.0
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:         9          4          0          6          8         15         12:
Old  :        23:         9          4          0          6          8         15         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  :                 41.4       48.8       55.6       75.5       41.4       47.4       55.4       71.5
Old  :                 41.4       48.8       55.6       75.5       41.4       47.4       55.4       71.5
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, August 06, 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  :   633,067:   145,955    171,432    125,881    314,574    271,830    586,410    569,143:    46,657     63,924
Old  :   616,774:   146,719    172,628    119,468    305,602    264,031    571,789    556,127:    44,985     60,647
Other:    16,293:     4,926      4,494        723      8,972      7,799     14,621     13,016:     1,672      3,277
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    27,071:     8,193     22,387      2,606     19,769      5,149     30,568     30,142:    -3,497     -3,071
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       27.1       19.9       49.7       42.9       92.6       89.9:       7.4       10.1
Old  :     100.0:      23.8       28.0       19.4       49.5       42.8       92.7       90.2:       7.3        9.8
Other:     100.0:      30.2       27.6        4.4       55.1       47.9       89.7       79.9:      10.3       20.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       547:       133        140        167        171        199        402        439:
Old  :       547:       137        143        162        170        196        400        432:
Other:       151:        22         35         12         29         72         59        113:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.5       11.3       22.9       19.8       10.3        9.0       17.1       15.4
Old  :                 14.5       11.5       23.2       20.3       10.5        9.2       17.6       15.8
Other:                 38.6       33.0       57.5       45.0       38.6       32.9       56.8       44.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 06, 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  :   448,860:   110,587    119,372     91,666    212,698    207,171    414,951    418,209:    33,909     30,651
Old  :    57,016:    19,646     20,347        305     32,228     30,822     52,179     51,474:     4,837      5,542
Other:   391,844:   108,595    116,679     73,707    180,470    176,349    362,772    366,735:    29,072     25,109
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    17,674:     3,656     11,374      1,124     10,115      3,214     14,895     15,712:     2,779      1,962
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.6       26.6       20.4       47.4       46.2       92.4       93.2:       7.6        6.8
Old  :     100.0:      34.5       35.7        0.5       56.5       54.1       91.5       90.3:       8.5        9.7
Other:     100.0:      27.7       29.8       18.8       46.1       45.0       92.6       93.6:       7.4        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       318:        98         94        107         84         72        241        234:
Old  :       152:        38         38          6         42         37         83         78:
Other:       300:        90         96         94         75         61        224        208:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.4       18.6       20.3       26.7       11.7       17.2       18.8       23.7
Old  :                 33.9       26.7       49.0       39.9       33.9       26.6       49.0       39.7
Other:                 13.4       20.3       21.7       28.0       13.3       18.8       21.6       25.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 06, 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  :   974,970:   136,200    192,473     29,161    637,185    615,151    802,546    836,785:   172,424    138,185
Old  :   974,970:   136,200    192,473     29,161    637,185    615,151    802,546    836,785:   172,424    138,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    41,875:   -10,312     13,436     10,424     34,972     15,063     35,084     38,923:     6,791      2,952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.0       19.7        3.0       65.4       63.1       82.3       85.8:      17.7       14.2
Old  :     100.0:      14.0       19.7        3.0       65.4       63.1       82.3       85.8:      17.7       14.2
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  :       181:        34         36         32         77         79        127        131:
Old  :       181:        34         36         32         77         79        127        131:
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  :                 25.4       30.6       34.0       43.0       22.0       28.3       28.8       37.5
Old  :                 25.4       30.6       34.0       43.0       22.0       28.3       28.8       37.5
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, August 06, 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  : 1,190,602:   112,974    393,598     25,304    873,682    683,180  1,011,960  1,102,082:   178,642     88,520
Old  : 1,190,602:   112,974    393,598     25,304    873,682    683,180  1,011,960  1,102,082:   178,642     88,520
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    31,287:    19,229     12,781      8,345      4,334     12,121     31,908     33,247:      -621     -1,960
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       33.1        2.1       73.4       57.4       85.0       92.6:      15.0        7.4
Old  :     100.0:       9.5       33.1        2.1       73.4       57.4       85.0       92.6:      15.0        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  :       139:        24         19         20         77         73        109        104:
Old  :       139:        24         19         20         77         73        109        104:
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  :                 31.2       32.0       42.0       49.3       24.4       31.4       34.5       48.1
Old  :                 31.2       32.0       42.0       49.3       24.4       31.4       34.5       48.1
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, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   445,322:    81,661     91,385    104,915    212,918    218,734    399,494    415,034:    45,828     30,288
Old  :    70,486:    15,608     27,409        632     44,199     36,148     60,439     64,189:    10,047      6,297
Other:   374,836:    89,529     87,452     80,807    168,719    182,586    339,055    350,845:    35,781     23,991
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    15,180:     8,853     11,244       -475      4,228      3,424     12,606     14,193:     2,574        987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       20.5       23.6       47.8       49.1       89.7       93.2:      10.3        6.8
Old  :     100.0:      22.1       38.9        0.9       62.7       51.3       85.7       91.1:      14.3        8.9
Other:     100.0:      23.9       23.3       21.6       45.0       48.7       90.5       93.6:       9.5        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       286:        74         67         88        111         80        237        198:
Old  :       181:        42         30          6         75         42        120         75:
Other:       264:        75         60         84         98         70        218        178:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.8       18.8       18.1       26.8       10.1       16.5       14.9       23.0
Old  :                 21.5       30.1       33.1       48.0       21.1       29.6       32.7       47.5
Other:                 11.1       19.8       17.9       27.9       10.5       17.6       16.2       24.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 06, 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  :     8,043:     2,825      1,371         86      3,626      5,507      6,537      6,964:     1,506      1,079
Old  :     8,043:     2,825      1,371         86      3,626      5,507      6,537      6,964:     1,506      1,079
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -840:      -252       -232       -335        111       -311       -476       -878:      -364         38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.1       17.0        1.1       45.1       68.5       81.3       86.6:      18.7       13.4
Old  :     100.0:      35.1       17.0        1.1       45.1       68.5       81.3       86.6:      18.7       13.4
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  :        50:        23          9          5          7         13         32         25:
Old  :        50:        23          9          5          7         13         32         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.7       50.9       59.8       66.9       48.7       50.8       59.8       66.7
Old  :                 48.7       50.9       59.8       66.9       48.7       50.8       59.8       66.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, August 06, 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  : 3,957,517: 1,018,251  1,327,118    236,005  2,482,468  2,282,322  3,736,724  3,845,445:   220,793    112,072
Old  : 3,957,517: 1,018,251  1,327,118    236,005  2,482,468  2,282,322  3,736,724  3,845,445:   220,793    112,072
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :   121,153:    72,826     67,278     62,483    -21,313    -11,858    113,996    117,903:     7,157      3,250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       33.5        6.0       62.7       57.7       94.4       97.2:       5.6        2.8
Old  :     100.0:      25.7       33.5        6.0       62.7       57.7       94.4       97.2:       5.6        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  :       370:        74         54         51        192        137        295        214:
Old  :       370:        74         54         51        192        137        295        214:
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  :                 22.1       32.0       34.9       49.5       21.9       29.8       34.3       46.7
Old  :                 22.1       32.0       34.9       49.5       21.9       29.8       34.3       46.7
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, August 06, 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  : 4,010,311:   658,446  1,049,332    311,094  2,575,380  2,253,967  3,544,920  3,614,393:   465,391    395,918
Old  : 4,010,311:   658,446  1,049,332    311,094  2,575,380  2,253,967  3,544,920  3,614,393:   465,391    395,918
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    86,289:   -34,857    -27,813     12,019     96,424     86,929     73,586     71,135:    12,703     15,154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       26.2        7.8       64.2       56.2       88.4       90.1:      11.6        9.9
Old  :     100.0:      16.4       26.2        7.8       64.2       56.2       88.4       90.1:      11.6        9.9
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  :       408:        88         67         65        190        180        311        279:
Old  :       408:        88         67         65        190        180        311        279:
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  :                 22.4       15.8       30.2       27.3       15.6       13.7       22.5       21.5
Old  :                 22.4       15.8       30.2       27.3       15.6       13.7       22.5       21.5
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, August 06, 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  :   787,192:   146,075    127,664     13,949    511,804    483,164    671,828    624,777:   115,364    162,415
Old  :   787,192:   146,075    127,664     13,949    511,804    483,164    671,828    624,777:   115,364    162,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    14,737:   -12,289     12,696      4,266     24,132     -9,431     16,109      7,531:    -1,372      7,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       16.2        1.8       65.0       61.4       85.3       79.4:      14.7       20.6
Old  :     100.0:      18.6       16.2        1.8       65.0       61.4       85.3       79.4:      14.7       20.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       108:        16         14         10         57         63         76         84:
Old  :       108:        16         14         10         57         63         76         84:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       29.6       41.6       37.8       25.9       27.2       38.6       34.2
Old  :                 28.1       29.6       41.6       37.8       25.9       27.2       38.6       34.2
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, August 06, 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  : 4,679,299:   802,970    934,284    274,381  3,253,258  3,163,662  4,330,609  4,372,327:   348,690    306,972
Old  : 4,679,299:   802,970    934,284    274,381  3,253,258  3,163,662  4,330,609  4,372,327:   348,690    306,972
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    62,537:   -44,605    -29,232     61,493     49,014     20,520     65,902     52,781:    -3,365      9,756
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       20.0        5.9       69.5       67.6       92.5       93.4:       7.5        6.6
Old  :     100.0:      17.2       20.0        5.9       69.5       67.6       92.5       93.4:       7.5        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       341:        51         64         52        154        171        236        256:
Old  :       341:        51         64         52        154        171        236        256:
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  :                 28.6       22.9       43.4       34.0       18.9       18.9       32.3       28.3
Old  :                 28.6       22.9       43.4       34.0       18.9       18.9       32.3       28.3
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, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,931,564:   238,012    437,856    321,104  1,331,538  1,119,815  1,890,654  1,878,775:    40,910     52,789
Old  : 1,931,564:   238,012    437,856    321,104  1,331,538  1,119,815  1,890,654  1,878,775:    40,910     52,789
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :  -408,195:  -145,600    -90,770    -76,708   -180,169   -229,709   -402,477   -397,187:    -5,718    -11,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       22.7       16.6       68.9       58.0       97.9       97.3:       2.1        2.7
Old  :     100.0:      12.3       22.7       16.6       68.9       58.0       97.9       97.3:       2.1        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  :       162:        40         41         52         64         77        128        146:
Old  :       162:        40         41         52         64         77        128        146:
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  :                 35.8       26.1       54.7       41.4       23.6       17.4       32.6       25.5
Old  :                 35.8       26.1       54.7       41.4       23.6       17.4       32.6       25.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    49,129:    29,021      3,310        525     12,091     37,488     41,636     41,322:     7,493      7,807
Old  :    49,129:    29,021      3,310        525     12,091     37,488     41,636     41,322:     7,493      7,807
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,436:     1,333     -1,099       -604     -1,791      1,736     -1,063         33:      -373     -1,469
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.1        6.7        1.1       24.6       76.3       84.7       84.1:      15.3       15.9
Old  :     100.0:      59.1        6.7        1.1       24.6       76.3       84.7       84.1:      15.3       15.9
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  :        95:        34         15          5         22         29         57         48:
Old  :        95:        34         15          5         22         29         57         48:
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  :                 35.2       36.5       47.6       54.3       34.8       34.4       46.8       52.2
Old  :                 35.2       36.5       47.6       54.3       34.8       34.4       46.8       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    98,257:    58,041      6,620      1,049     24,181     74,975     83,271     82,644:    14,986     15,613
Old  :    98,257:    58,041      6,620      1,049     24,181     74,975     83,271     82,644:    14,986     15,613
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -2,871:     2,665     -2,197     -1,208     -3,582      3,471     -2,125         66:      -746     -2,937
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.1        6.7        1.1       24.6       76.3       84.7       84.1:      15.3       15.9
Old  :     100.0:      59.1        6.7        1.1       24.6       76.3       84.7       84.1:      15.3       15.9
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  :        95:        34         15          5         22         29         57         48:
Old  :        95:        34         15          5         22         29         57         48:
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  :                 35.2       36.5       47.6       54.3       34.8       34.4       46.8       52.2
Old  :                 35.2       36.5       47.6       54.3       34.8       34.4       46.8       52.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, August 06, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    25,445:     1,986      1,677          0     21,288     23,268     23,274     24,945:     2,171        500
Old  :    25,445:     1,986      1,677          0     21,288     23,268     23,274     24,945:     2,171        500
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :    -1,089:       -83        151          0       -606     -1,382       -689     -1,231:      -400        142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.8        6.6        0.0       83.7       91.4       91.5       98.0:       8.5        2.0
Old  :     100.0:       7.8        6.6        0.0       83.7       91.4       91.5       98.0:       8.5        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  :        24:         3          4          0         12          9         15         13:
Old  :        24:         3          4          0         12          9         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 66.5       84.1       82.4       93.9       66.5       84.1       81.4       92.9
Old  :                 66.5       84.1       82.4       93.9       66.5       84.1       81.4       92.9
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, August 06, 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  :    30,023:    19,221     22,347      3,832      6,790      3,812     29,843     29,991:       180         32
Old  :    30,023:    19,221     22,347      3,832      6,790      3,812     29,843     29,991:       180         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :     3,956:       937         39      3,075        -67        847      3,945      3,961:        11         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.0       74.4       12.8       22.6       12.7       99.4       99.9:       0.6        0.1
Old  :     100.0:      64.0       74.4       12.8       22.6       12.7       99.4       99.9:       0.6        0.1
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  :        46:        25         16          5          4          3         32         21:
Old  :        46:        25         16          5          4          3         32         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  :                 58.1       67.6       79.9       84.1       46.7       61.5       65.3       71.8
Old  :                 58.1       67.6       79.9       84.1       46.7       61.5       65.3       71.8
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, August 06, 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  :    25,026:    24,846      4,353         69         95     18,310     25,010     22,732:        16      2,294
Old  :    25,026:    24,846      4,353         69         95     18,310     25,010     22,732:        16      2,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :     3,041:     3,859        248          0       -808      2,880      3,051      3,128:       -10        -87
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      99.3       17.4        0.3        0.4       73.2       99.9       90.8:       0.1        9.2
Old  :     100.0:      99.3       17.4        0.3        0.4       73.2       99.9       90.8:       0.1        9.2
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  :        30:         7          6          1          2         15         10         21:
Old  :        30:         7          6          1          2         15         10         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  :                 97.9       60.2       99.6       76.6       97.9       59.9       99.5       76.3
Old  :                 97.9       60.2       99.6       76.6       97.9       59.9       99.5       76.3
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, August 06, 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  :    10,895:     6,923      4,633          0      3,932      4,503     10,855      9,136:        40      1,759
Old  :    10,895:     6,923      4,633          0      3,932      4,503     10,855      9,136:        40      1,759
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -329:      -317     -1,659          0          0      1,030       -317       -629:       -12        300
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.5       42.5        0.0       36.1       41.3       99.6       83.9:       0.4       16.1
Old  :     100.0:      63.5       42.5        0.0       36.1       41.3       99.6       83.9:       0.4       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         5         11          0          2          9          7         20:
Old  :        27:         5         11          0          2          9          7         20:
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  :                 90.6       49.5       99.6       75.3       90.6       49.5       99.6       75.3
Old  :                 90.6       49.5       99.6       75.3       90.6       49.5       99.6       75.3
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, August 06, 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  :    52,560:    20,572     20,554     31,983          0          0     52,555     52,537:         5         23
Old  :    52,560:    20,572     20,554     31,983          0          0     52,555     52,537:         5         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 30, 2019                        :
     :      -734:      -724       -734          0          0          0       -724       -734:       -10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.1       39.1       60.9        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      39.1       39.1       60.9        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  :        24:         5         18          5          0          0          8         21:
Old  :        24:         5         18          5          0          0          8         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  :                 91.7       71.3      100.0       94.6       39.1       27.9       39.1       36.9
Old  :                 91.7       71.3      100.0       94.6       39.1       27.9       39.1       36.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 09, 2019