WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, August 13, 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  :   385,557:   118,406    102,091    115,639    122,620    125,135    356,665    342,865:    28,892     42,692
Old  :   342,504:   110,864    103,554     96,048    112,079    107,483    318,991    307,085:    23,513     35,419
Other:    43,053:    21,133     12,128      6,000     10,541     17,652     37,674     35,780:     5,379      7,273
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :   -14,263:    -2,482      2,663      4,055    -13,926    -18,764    -12,353    -12,046:    -1,910     -2,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.7       26.5       30.0       31.8       32.5       92.5       88.9:       7.5       11.1
Old  :     100.0:      32.4       30.2       28.0       32.7       31.4       93.1       89.7:       6.9       10.3
Other:     100.0:      49.1       28.2       13.9       24.5       41.0       87.5       83.1:      12.5       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       355:       102        111        127         85        108        261        285:
Old  :       352:       107        108        119         83        106        252        279:
Other:       139:        33         35         19         31         56         75         99:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       11.7       19.1       19.5       10.4        8.5       16.0       14.4
Old  :                 11.2       12.5       19.6       21.0       10.3       10.1       16.7       16.2
Other:                 30.6       25.1       44.8       38.1       30.0       22.9       42.2       33.3
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, August 13, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    17,838:     7,275        800        580      8,985     15,503     16,840     16,883:       998        955
Old  :    17,838:     7,275        800        580      8,985     15,503     16,840     16,883:       998        955
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :      -738:      -329        329       -149       -320       -818       -798       -638:        60       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.8        4.5        3.3       50.4       86.9       94.4       94.6:       5.6        5.4
Old  :     100.0:      40.8        4.5        3.3       50.4       86.9       94.4       94.6:       5.6        5.4
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  :        23:         3          4          2          8         13         12         18:
Old  :        23:         3          4          2          8         13         12         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       58.0       89.2       79.9       57.7       50.5       68.6       65.5
Old  :                 70.5       58.0       89.2       79.9       57.7       50.5       68.6       65.5
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 13, 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  :   290,450:    78,989     91,442     62,705    121,579    115,519    263,273    269,666:    27,177     20,784
Old  :   272,482:    78,462     92,510     54,596    114,442    106,716    247,500    253,822:    24,982     18,660
Other:    17,968:     6,635      5,040      2,001      7,137      8,803     15,773     15,844:     2,195      2,124
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :      -601:    -1,953      6,578     -5,369      5,394     -1,416     -1,928       -207:     1,327       -394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       31.5       21.6       41.9       39.8       90.6       92.8:       9.4        7.2
Old  :     100.0:      28.8       34.0       20.0       42.0       39.2       90.8       93.2:       9.2        6.8
Other:     100.0:      36.9       28.0       11.1       39.7       49.0       87.8       88.2:      12.2       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       282:        88         62         72         96         82        216        192:
Old  :       280:        88         64         65         95         79        210        185:
Other:       100:        23         16         10         21         43         49         66:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       16.8       18.6       26.6        8.7       14.8       14.9       22.1
Old  :                 11.9       16.8       19.5       27.2        9.3       14.7       15.6       22.6
Other:                 31.6       52.2       51.3       65.8       31.6       52.2       49.8       62.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, August 13, 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  : 1,765,396:   415,025    253,386    316,012    762,662  1,001,090  1,493,699  1,570,488:   271,697    194,908
Old  :   376,419:   121,621    160,363      5,774    189,579    190,438    316,974    356,575:    59,445     19,844
Other: 1,388,977:   408,729    208,348    194,913    573,083    810,652  1,176,725  1,213,913:   212,252    175,064
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :   -49,268:    -9,322     50,659    -40,221      1,378    -58,020    -48,165    -47,582:    -1,103     -1,686
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       14.4       17.9       43.2       56.7       84.6       89.0:      15.4       11.0
Old  :     100.0:      32.3       42.6        1.5       50.4       50.6       84.2       94.7:      15.8        5.3
Other:     100.0:      29.4       15.0       14.0       41.3       58.4       84.7       87.4:      15.3       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       889:       203        147        199        412        390        732        644:
Old  :       621:       103         97         10        280        188        389        289:
Other:       849:       200        140        160        321        376        609        601:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  7.7       11.3       13.0       17.7        7.0        8.9       11.7       14.2
Old  :                 13.5       23.0       21.8       36.7       13.5       22.7       21.0       36.2
Other:                  9.5       11.4       15.2       17.5        9.0        9.5       13.4       14.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, August 13, 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  :     4,365:     2,102        434          0        735      2,977      2,837      3,411:     1,528        954
Old  :     4,365:     2,102        434          0        735      2,977      2,837      3,411:     1,528        954
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :      -127:        -9        -80          0        -48       -148        -57       -228:       -70        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.2        9.9        0.0       16.8       68.2       65.0       78.1:      35.0       21.9
Old  :     100.0:      48.2        9.9        0.0       16.8       68.2       65.0       78.1:      35.0       21.9
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  :        23:         9          4          0          6          7         15         11:
Old  :        23:         9          4          0          6          7         15         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  :                 40.9       49.8       55.5       74.8       40.9       48.7       54.9       71.0
Old  :                 40.9       49.8       55.5       74.8       40.9       48.7       54.9       71.0
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 13, 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  :   622,488:   151,720    169,367    115,314    305,577    272,002    572,611    556,683:    49,877     65,805
Old  :   605,824:   151,635    168,678    110,072    296,017    264,950    557,724    543,700:    48,100     62,124
Other:    16,664:     4,559      5,163        768      9,560      7,052     14,887     12,983:     1,777      3,681
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :   -10,579:     5,765     -2,065    -10,567     -8,997        172    -13,799    -12,460:     3,220      1,881
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       27.2       18.5       49.1       43.7       92.0       89.4:       8.0       10.6
Old  :     100.0:      25.0       27.8       18.2       48.9       43.7       92.1       89.7:       7.9       10.3
Other:     100.0:      27.4       31.0        4.6       57.4       42.3       89.3       77.9:      10.7       22.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       521:       136        129        150        169        195        392        407:
Old  :       519:       137        129        144        167        191        389        396:
Other:       152:        20         35         13         29         74         57        117:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       11.2       21.3       20.1        9.3        9.5       16.3       15.9
Old  :                 12.8       11.5       21.5       20.5        9.5        9.7       16.6       16.4
Other:                 39.3       31.9       59.0       45.2       39.3       31.9       59.0       45.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, August 13, 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  :   461,327:   115,944     77,645    102,302    207,567    253,136    425,813    433,083:    35,514     28,244
Old  :    51,712:    18,580     14,357        113     28,946     33,082     47,639     47,552:     4,073      4,160
Other:   409,615:   115,573     81,497     83,980    178,621    220,054    378,174    385,531:    31,441     24,084
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    12,467:     5,357    -41,727     10,636     -5,131     45,965     10,862     14,874:     1,605     -2,407
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       16.8       22.2       45.0       54.9       92.3       93.9:       7.7        6.1
Old  :     100.0:      35.9       27.8        0.2       56.0       64.0       92.1       92.0:       7.9        8.0
Other:     100.0:      28.2       19.9       20.5       43.6       53.7       92.3       94.1:       7.7        5.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        91         71        110         85         76        246        218:
Old  :       143:        44         22          3         42         40         86         65:
Other:       288:        83         87        104         76         67        231        204:
     :----------------------------------------------------------------------------------------------------
     :             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       24.3       20.2       32.3       12.1       21.0       18.8       27.9
Old  :                 35.4       29.7       49.5       45.3       35.2       29.6       48.5       45.1
Other:                 13.8       26.1       22.0       33.3       13.6       25.0       21.2       31.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, August 13, 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  :   998,940:   143,078    210,379     26,835    657,298    630,181    827,211    867,395:   171,729    131,545
Old  :   998,940:   143,078    210,379     26,835    657,298    630,181    827,211    867,395:   171,729    131,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    23,970:     6,878     17,906     -2,326     20,113     15,030     24,665     30,610:      -695     -6,640
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       21.1        2.7       65.8       63.1       82.8       86.8:      17.2       13.2
Old  :     100.0:      14.3       21.1        2.7       65.8       63.1       82.8       86.8:      17.2       13.2
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  :       192:        35         40         32         85         85        137        140:
Old  :       192:        35         40         32         85         85        137        140:
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       29.0       34.1       41.3       21.5       27.1       28.4       36.1
Old  :                 25.4       29.0       34.1       41.3       21.5       27.1       28.4       36.1
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 13, 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  : 1,224,607:   112,658    409,588     39,045    892,241    687,633  1,043,944  1,136,266:   180,663     88,341
Old  : 1,224,607:   112,658    409,588     39,045    892,241    687,633  1,043,944  1,136,266:   180,663     88,341
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    34,005:      -316     15,990     13,741     18,559      4,453     31,984     34,184:     2,021       -179
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       33.4        3.2       72.9       56.2       85.2       92.8:      14.8        7.2
Old  :     100.0:       9.2       33.4        3.2       72.9       56.2       85.2       92.8:      14.8        7.2
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  :       140:        23         19         24         82         73        117        104:
Old  :       140:        23         19         24         82         73        117        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  :                 30.7       32.2       41.7       49.6       24.5       31.2       34.0       47.7
Old  :                 30.7       32.2       41.7       49.6       24.5       31.2       34.0       47.7
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 13, 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  :   444,681:    84,335     88,340     96,983    215,377    227,876    396,695    413,199:    47,986     31,482
Old  :    61,454:    13,318     22,530         61     39,968     34,068     53,347     56,659:     8,107      4,795
Other:   383,227:    90,132     84,925     77,807    175,409    193,808    343,348    356,540:    39,879     26,687
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :      -641:     2,674     -3,045     -7,932      2,459      9,142     -2,799     -1,835:     2,158      1,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       19.9       21.8       48.4       51.2       89.2       92.9:      10.8        7.1
Old  :     100.0:      21.7       36.7        0.1       65.0       55.4       86.8       92.2:      13.2        7.8
Other:     100.0:      23.5       22.2       20.3       45.8       50.6       89.6       93.0:      10.4        7.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        76         63         89        116         80        243        195:
Old  :       176:        43         26          3         74         44        118         72:
Other:       268:        73         63         86        102         71        224        179:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       19.8       18.3       27.6        9.9       16.7       14.8       23.6
Old  :                 26.2       31.3       36.9       50.0       25.7       31.1       36.4       49.8
Other:                 11.0       20.2       17.7       28.6       10.5       17.7       16.1       25.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, August 13, 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  :     7,958:     2,197      1,473        173      3,982      5,268      6,352      6,914:     1,606      1,044
Old  :     7,958:     2,197      1,473        173      3,982      5,268      6,352      6,914:     1,606      1,044
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :       -85:      -628        102         87        356       -239       -185        -50:       100        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.6       18.5        2.2       50.0       66.2       79.8       86.9:      20.2       13.1
Old  :     100.0:      27.6       18.5        2.2       50.0       66.2       79.8       86.9:      20.2       13.1
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  :        53:        21          9          5         12         14         35         27:
Old  :        53:        21          9          5         12         14         35         27:
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  :                 47.7       49.5       56.6       63.6       47.7       48.5       56.5       62.5
Old  :                 47.7       49.5       56.6       63.6       47.7       48.5       56.5       62.5
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 13, 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  : 3,985,486:   966,597  1,291,960    316,374  2,484,255  2,245,559  3,767,226  3,853,893:   218,260    131,593
Old  : 3,985,486:   966,597  1,291,960    316,374  2,484,255  2,245,559  3,767,226  3,853,893:   218,260    131,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    27,969:   -51,654    -35,158     80,369      1,787    -36,763     30,502      8,448:    -2,533     19,521
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       32.4        7.9       62.3       56.3       94.5       96.7:       5.5        3.3
Old  :     100.0:      24.3       32.4        7.9       62.3       56.3       94.5       96.7:       5.5        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:        76         57         58        184        137        290        223:
Old  :       366:        76         57         58        184        137        290        223:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       33.0       34.2       50.4       21.7       30.2       33.7       46.6
Old  :                 21.9       33.0       34.2       50.4       21.7       30.2       33.7       46.6
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 13, 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  : 4,038,857:   635,384  1,049,730    318,175  2,616,217  2,284,537  3,569,776  3,652,442:   469,081    386,415
Old  : 4,038,857:   635,384  1,049,730    318,175  2,616,217  2,284,537  3,569,776  3,652,442:   469,081    386,415
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    28,546:   -23,062        398      7,081     40,837     30,570     24,856     38,049:     3,690     -9,503
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       26.0        7.9       64.8       56.6       88.4       90.4:      11.6        9.6
Old  :     100.0:      15.7       26.0        7.9       64.8       56.6       88.4       90.4:      11.6        9.6
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  :       408:        84         71         64        196        177        310        282:
Old  :       408:        84         71         64        196        177        310        282:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.5       15.8       29.3       27.7       15.4       14.1       22.4       22.2
Old  :                 21.5       15.8       29.3       27.7       15.4       14.1       22.4       22.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, August 13, 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  :   797,138:   128,213    132,681     11,625    537,490    489,622    677,328    633,928:   119,810    163,210
Old  :   797,138:   128,213    132,681     11,625    537,490    489,622    677,328    633,928:   119,810    163,210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :     9,946:   -17,862      5,017     -2,324     25,686      6,458      5,500      9,151:     4,446        795
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       16.6        1.5       67.4       61.4       85.0       79.5:      15.0       20.5
Old  :     100.0:      16.1       16.6        1.5       67.4       61.4       85.0       79.5:      15.0       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  :       106:        14         16         10         58         60         77         81:
Old  :       106:        14         16         10         58         60         77         81:
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  :                 27.6       29.2       41.1       37.3       25.4       26.9       38.1       34.5
Old  :                 27.6       29.2       41.1       37.3       25.4       26.9       38.1       34.5
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 13, 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  : 4,643,743:   804,711    908,568    321,168  3,159,242  3,105,578  4,285,121  4,335,314:   358,622    308,429
Old  : 4,643,743:   804,711    908,568    321,168  3,159,242  3,105,578  4,285,121  4,335,314:   358,622    308,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :   -35,556:     1,741    -25,716     46,787    -94,016    -58,084    -45,488    -37,013:     9,932      1,457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       19.6        6.9       68.0       66.9       92.3       93.4:       7.7        6.6
Old  :     100.0:      17.3       19.6        6.9       68.0       66.9       92.3       93.4:       7.7        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:        53         64         54        152        169        236        256:
Old  :       341:        53         64         54        152        169        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  :                 30.2       22.7       43.7       33.6       19.8       18.2       31.0       26.6
Old  :                 30.2       22.7       43.7       33.6       19.8       18.2       31.0       26.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, August 13, 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  : 1,856,593:   243,707    309,409    344,029  1,227,352  1,152,296  1,815,088  1,805,734:    41,505     50,859
Old  : 1,856,593:   243,707    309,409    344,029  1,227,352  1,152,296  1,815,088  1,805,734:    41,505     50,859
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :   -74,971:     5,695   -128,447     22,925   -104,186     32,481    -75,566    -73,041:       595     -1,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       16.7       18.5       66.1       62.1       97.8       97.3:       2.2        2.7
Old  :     100.0:      13.1       16.7       18.5       66.1       62.1       97.8       97.3:       2.2        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  :       154:        38         37         52         63         75        126        141:
Old  :       154:        38         37         52         63         75        126        141:
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  :                 32.9       23.3       52.4       38.6       21.1       12.4       28.8       21.4
Old  :                 32.9       23.3       52.4       38.6       21.1       12.4       28.8       21.4
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 13, 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  :    45,609:    25,025      3,224        503     12,325     33,487     37,852     37,214:     7,757      8,395
Old  :    45,609:    25,025      3,224        503     12,325     33,487     37,852     37,214:     7,757      8,395
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -3,520:    -3,996        -86        -22        234     -4,001     -3,784     -4,108:       264        589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9        7.1        1.1       27.0       73.4       83.0       81.6:      17.0       18.4
Old  :     100.0:      54.9        7.1        1.1       27.0       73.4       83.0       81.6:      17.0       18.4
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  :        89:        31         14          6         21         31         53         50:
Old  :        89:        31         14          6         21         31         53         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       33.8       49.5       53.4       37.1       31.2       49.0       50.8
Old  :                 37.3       33.8       49.5       53.4       37.1       31.2       49.0       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, August 13, 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  :    91,218:    50,049      6,448      1,006     24,649     66,974     75,704     74,428:    15,514     16,790
Old  :    91,218:    50,049      6,448      1,006     24,649     66,974     75,704     74,428:    15,514     16,790
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -7,039:    -7,992       -172        -43        468     -8,001     -7,567     -8,216:       528      1,177
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.9        7.1        1.1       27.0       73.4       83.0       81.6:      17.0       18.4
Old  :     100.0:      54.9        7.1        1.1       27.0       73.4       83.0       81.6:      17.0       18.4
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  :        89:        31         14          6         21         31         53         50:
Old  :        89:        31         14          6         21         31         53         50:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       33.8       49.5       53.4       37.1       31.2       49.0       50.8
Old  :                 37.3       33.8       49.5       53.4       37.1       31.2       49.0       50.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, August 13, 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  :    36,111:     1,950      1,912          0     32,340     33,752     34,290     35,664:     1,821        447
Old  :    36,111:     1,950      1,912          0     32,340     33,752     34,290     35,664:     1,821        447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    10,666:       -36        235          0     11,052     10,484     11,016     10,719:      -350        -53
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        5.3        0.0       89.6       93.5       95.0       98.8:       5.0        1.2
Old  :     100.0:       5.4        5.3        0.0       89.6       93.5       95.0       98.8:       5.0        1.2
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  :        25:         3          4          0         11         10         14         14:
Old  :        25:         3          4          0         11         10         14         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.8       77.4       88.9       93.3       75.9       77.4       87.5       92.6
Old  :                 76.8       77.4       88.9       93.3       75.9       77.4       87.5       92.6
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 13, 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  :    27,734:    18,699     21,889      1,986      6,883      3,812     27,568     27,687:       166         47
Old  :    27,734:    18,699     21,889      1,986      6,883      3,812     27,568     27,687:       166         47
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -2,289:      -522       -458     -1,846         93          0     -2,275     -2,304:       -14         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.4       78.9        7.2       24.8       13.7       99.4       99.8:       0.6        0.2
Old  :     100.0:      67.4       78.9        7.2       24.8       13.7       99.4       99.8:       0.6        0.2
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  :        48:        26         17          5          4          3         33         22:
Old  :        48:        26         17          5          4          3         33         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.4       64.9       80.2       82.5       51.7       64.9       70.4       76.1
Old  :                 54.4       64.9       80.2       82.5       51.7       64.9       70.4       76.1
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 13, 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  :    26,600:    23,379      4,444         67      3,130     20,386     26,576     24,897:        24      1,703
Old  :    26,600:    23,379      4,444         67      3,130     20,386     26,576     24,897:        24      1,703
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :     1,574:    -1,467         91         -2      3,035      2,076      1,566      2,165:         8       -591
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.9       16.7        0.3       11.8       76.6       99.9       93.6:       0.1        6.4
Old  :     100.0:      87.9       16.7        0.3       11.8       76.6       99.9       93.6:       0.1        6.4
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  :        31:         7          6          1          3         15         11         21:
Old  :        31:         7          6          1          3         15         11         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  :                 95.8       64.7       99.3       80.2       95.8       64.4       99.3       80.0
Old  :                 95.8       64.7       99.3       80.2       95.8       64.4       99.3       80.0
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 13, 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  :     9,741:     4,039      3,427          0      5,668      4,246      9,707      7,673:        34      2,068
Old  :     9,741:     4,039      3,427          0      5,668      4,246      9,707      7,673:        34      2,068
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -1,154:    -2,884     -1,206          0      1,736       -257     -1,148     -1,463:        -6        309
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.5       35.2        0.0       58.2       43.6       99.7       78.8:       0.3       21.2
Old  :     100.0:      41.5       35.2        0.0       58.2       43.6       99.7       78.8:       0.3       21.2
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:         6          9          0          3         10          9         19:
Old  :        28:         6          9          0          3         10          9         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       49.8       99.4       71.0       76.9       49.8       99.4       71.0
Old  :                 76.9       49.8       99.4       71.0       76.9       49.8       99.4       71.0
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 13, 2019                                                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    48,944:    17,866     17,859     31,072          0          0     48,938     48,931:         6         13
Old  :    48,944:    17,866     17,859     31,072          0          0     48,938     48,931:         6         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 6, 2019                       :
     :    -3,616:    -2,706     -2,695       -911          0          0     -3,617     -3,606:         1        -10
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       36.5       63.5        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      36.5       36.5       63.5        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:         4         20          5          0          0          7         23:
Old  :        25:         4         20          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  :                 96.4       68.9      100.0       90.8       36.5       22.5       36.5       32.9
Old  :                 96.4       68.9      100.0       90.8       36.5       22.5       36.5       32.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 16, 2019