WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, September 10, 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  :   363,718:   121,056    111,727    109,074    107,772    102,893    337,902    323,694:    25,816     40,024
Old  :   313,881:   112,747    105,822     88,722     92,050     86,995    293,519    281,539:    20,362     32,342
Other:    49,837:    22,502     20,098      6,159     15,722     15,898     44,383     42,155:     5,454      7,682
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     9,755:     6,487     -2,906      8,280     -4,068      4,892     10,699     10,266:      -944       -511
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.3       30.7       30.0       29.6       28.3       92.9       89.0:       7.1       11.0
Old  :     100.0:      35.9       33.7       28.3       29.3       27.7       93.5       89.7:       6.5       10.3
Other:     100.0:      45.2       40.3       12.4       31.5       31.9       89.1       84.6:      10.9       15.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       346:       101        115        118         80         92        252        262:
Old  :       338:       104        109        103         72         87        232        247:
Other:       145:        35         41         20         34         49         83         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  :                 11.9       11.6       21.1       20.0       10.8       10.0       17.4       15.5
Old  :                 12.6       12.6       22.3       21.9       11.1       10.4       18.6       16.7
Other:                 31.6       26.7       46.5       39.6       31.5       23.4       45.4       36.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, September 10, 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  :    15,360:     6,250      1,900        650      7,786     12,470     14,686     15,020:       674        340
Old  :    15,360:     6,250      1,900        650      7,786     12,470     14,686     15,020:       674        340
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,366:       194        -36        -94     -3,327     -2,726     -3,227     -2,856:      -139       -510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.7       12.4        4.2       50.7       81.2       95.6       97.8:       4.4        2.2
Old  :     100.0:      40.7       12.4        4.2       50.7       81.2       95.6       97.8:       4.4        2.2
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  :        24:         4          4          1          9         12         13         17:
Old  :        24:         4          4          1          9         12         13         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  :                 67.9       54.6       85.4       79.5       52.7       46.3       64.6       60.3
Old  :                 67.9       54.6       85.4       79.5       52.7       46.3       64.6       60.3
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, September 10, 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  :   295,271:    80,158     97,404     75,138    112,494    104,654    267,790    277,196:    27,481     18,075
Old  :   266,721:    81,082     98,428     62,422     99,322     90,273    242,826    251,123:    23,895     15,598
Other:    28,550:     9,407      9,307      2,385     13,172     14,381     24,964     26,073:     3,586      2,477
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     9,419:     2,579     -2,303     11,232     -6,493        469      7,318      9,398:     2,101         21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       33.0       25.4       38.1       35.4       90.7       93.9:       9.3        6.1
Old  :     100.0:      30.4       36.9       23.4       37.2       33.8       91.0       94.2:       9.0        5.8
Other:     100.0:      32.9       32.6        8.4       46.1       50.4       87.4       91.3:      12.6        8.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        90         64         66         95         81        217        184:
Old  :       280:        87         64         57         92         74        207        171:
Other:       118:        29         18         13         33         46         70         71:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.2       16.3       19.5       26.3        8.4       14.3       14.1       22.2
Old  :                 13.3       15.3       21.2       26.1        9.2       13.1       15.9       21.9
Other:                 24.0       56.0       38.2       74.7       24.0       54.2       38.0       69.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, September 10, 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  : 1,625,371:   378,327    385,805    256,235    726,002    808,155  1,360,564  1,450,195:   264,807    175,176
Old  : 1,507,535:   360,037    396,409    223,111    668,443    745,484  1,251,591  1,365,004:   255,944    142,531
Other:   117,836:    48,983     20,089      2,431     57,559     62,671    108,973     85,191:     8,863     32,645
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    54,036:    14,294     42,784     24,564     17,158    -11,470     56,016     55,878:    -1,980     -1,842
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       23.7       15.8       44.7       49.7       83.7       89.2:      16.3       10.8
Old  :     100.0:      23.9       26.3       14.8       44.3       49.5       83.0       90.5:      17.0        9.5
Other:     100.0:      41.6       17.0        2.1       48.8       53.2       92.5       72.3:       7.5       27.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       855:       187        147        165        376        348        659        581:
Old  :       855:       190        154        143        369        333        645        551:
Other:       392:        54         51         18         77        233        142        292:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.8       11.5       14.2       17.7        6.9        8.6       11.6       13.4
Old  :                  8.3       11.7       14.4       18.2        7.1        8.3       11.6       13.4
Other:                 23.6       19.8       39.1       29.2       23.3       19.7       38.7       29.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, September 10, 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  :     4,723:     2,082        442          0      1,074      3,522      3,156      3,964:     1,567        759
Old  :     4,720:     2,082        442          0      1,071      3,522      3,153      3,964:     1,567        756
Other:         3:         0          0          0          3          0          3          0:         0          3
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       194:       -18         38         -3         21        184          0        219:       194        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1        9.4        0.0       22.7       74.6       66.8       83.9:      33.2       16.1
Old  :     100.0:      44.1        9.4        0.0       22.7       74.6       66.8       84.0:      33.2       16.0
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         9          3          0          7          9         16         12:
Old  :        23:         9          3          0          7          9         16         12:
Other:         2:         0          0          0          2          0          2          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  :                 38.9       55.6       54.3       81.1       37.8       49.9       51.5       73.6
Old  :                 38.9       55.6       54.3       81.1       37.8       49.9       51.5       73.7
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, September 10, 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  :   669,501:   135,730    182,357    143,694    335,135    279,972    614,559    606,023:    54,942     63,478
Old  :   648,696:   136,701    183,756    134,731    324,150    270,934    595,582    589,421:    53,114     59,275
Other:    20,805:     7,257      6,829        735     10,985      9,038     18,977     16,602:     1,828      4,203
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    27,369:   -11,248     10,395     12,809     22,158      4,198     23,719     27,402:     3,650        -33
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.3       27.2       21.5       50.1       41.8       91.8       90.5:       8.2        9.5
Old  :     100.0:      21.1       28.3       20.8       50.0       41.8       91.8       90.9:       8.2        9.1
Other:     100.0:      34.9       32.8        3.5       52.8       43.4       91.2       79.8:       8.8       20.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       513:       126        131        141        167        183        382        388:
Old  :       510:       133        127        139        166        180        379        382:
Other:       167:        23         45         15         30         80         67        126:
     :----------------------------------------------------------------------------------------------------
     :             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       10.9       20.5       19.8        9.5        9.0       17.3       15.2
Old  :                 11.8       11.2       20.7       20.2        9.7        9.0       17.5       15.5
Other:                 36.2       28.7       56.1       38.2       36.2       28.7       56.1       38.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, September 10, 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  :   503,386:   119,430    102,277    129,834    217,249    244,822    466,513    476,933:    36,873     26,453
Old  :   493,166:   120,390    103,034    124,789    212,653    239,820    457,832    467,643:    35,334     25,523
Other:    10,220:     2,482      2,685      1,603      4,596      5,002      8,681      9,290:     1,539        930
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    17,562:     2,024      9,626     12,555       -601     -5,782     13,978     16,399:     3,584      1,163
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       20.3       25.8       43.2       48.6       92.7       94.7:       7.3        5.3
Old  :     100.0:      24.4       20.9       25.3       43.1       48.6       92.8       94.8:       7.2        5.2
Other:     100.0:      24.3       26.3       15.7       45.0       48.9       84.9       90.9:      15.1        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       114         69        119         87         75        267        228:
Old  :       327:       116         71        116         87         74        267        224:
Other:        54:         9         11          9         24         11         39         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.6       20.7       19.3       29.3       12.1       19.8       17.9       26.5
Old  :                 12.8       20.6       19.5       29.3       12.3       19.8       18.1       26.6
Other:                 36.0       39.4       57.9       60.1       29.8       38.8       48.1       55.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, September 10, 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  :   976,172:   138,103    189,846     11,989    649,568    635,615    799,660    837,450:   176,512    138,722
Old  :   976,172:   138,103    189,846     11,989    649,568    635,615    799,660    837,450:   176,512    138,722
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    13,080:     5,080    -10,420     -3,168      7,277     31,594      9,189     18,006:     3,891     -4,926
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       19.4        1.2       66.5       65.1       81.9       85.8:      18.1       14.2
Old  :     100.0:      14.1       19.4        1.2       66.5       65.1       81.9       85.8:      18.1       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  :       193:        38         36         21         86         87        131        137:
Old  :       193:        38         36         21         86         87        131        137:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.7       28.3       33.4       39.4       19.8       25.2       27.8       32.8
Old  :                 23.7       28.3       33.4       39.4       19.8       25.2       27.8       32.8
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, September 10, 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  : 1,174,273:   114,611    415,887     17,221    859,649    651,198    991,481  1,084,306:   182,792     89,967
Old  : 1,174,273:   114,611    415,887     17,221    859,649    651,198    991,481  1,084,306:   182,792     89,967
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     4,208:     5,926      1,600     -8,349      1,319     14,084     -1,104      7,335:     5,312     -3,127
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       35.4        1.5       73.2       55.5       84.4       92.3:      15.6        7.7
Old  :     100.0:       9.8       35.4        1.5       73.2       55.5       84.4       92.3:      15.6        7.7
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  :       128:        21         15         12         80         68        105         91:
Old  :       128:        21         15         12         80         68        105         91:
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  :                 28.3       34.9       40.1       54.5       23.4       31.9       33.7       47.8
Old  :                 28.3       34.9       40.1       54.5       23.4       31.9       33.7       47.8
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, September 10, 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  :   448,017:    79,947     96,962    102,819    216,448    217,257    399,214    417,038:    48,803     30,979
Old  :   437,126:    80,549     96,930     97,560    211,149    212,736    389,258    407,226:    47,868     29,900
Other:    10,891:       849      1,483      3,808      5,299      4,521      9,956      9,812:       935      1,079
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     5,464:       728      2,400      2,058      1,570      1,827      4,356      6,285:     1,108       -821
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.8       21.6       22.9       48.3       48.5       89.1       93.1:      10.9        6.9
Old  :     100.0:      18.4       22.2       22.3       48.3       48.7       89.0       93.2:      11.0        6.8
Other:     100.0:       7.8       13.6       35.0       48.7       41.5       91.4       90.1:       8.6        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       301:        84         69         94        118         79        255        203:
Old  :       301:        88         69         91        118         76        253        199:
Other:        69:        11         16         12         28         16         49         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       18.5       15.9       27.3        9.2       15.9       14.0       21.8
Old  :                  9.8       18.7       16.0       27.5        9.3       16.3       14.2       22.4
Other:                 38.3       40.5       60.5       59.8       30.8       25.6       40.9       35.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, September 10, 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  :     7,684:     1,142      1,623        265      4,828      4,988      6,235      6,876:     1,449        808
Old  :     7,684:     1,142      1,623        265      4,828      4,988      6,235      6,876:     1,449        808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       -41:      -125       -490        139       -260        481       -246        130:       205       -171
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9       21.1        3.4       62.8       64.9       81.1       89.5:      18.9       10.5
Old  :     100.0:      14.9       21.1        3.4       62.8       64.9       81.1       89.5:      18.9       10.5
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  :        49:        10         14          6         12         14         28         30:
Old  :        49:        10         14          6         12         14         28         30:
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  :                 52.9       47.1       64.1       62.2       52.9       47.1       64.1       62.1
Old  :                 52.9       47.1       64.1       62.2       52.9       47.1       64.1       62.1
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, September 10, 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  : 3,490,072:   986,770  1,130,029     92,035  2,170,871  2,147,733  3,249,676  3,369,797:   240,396    120,275
Old  : 3,490,072:   986,770  1,130,029     92,035  2,170,871  2,147,733  3,249,676  3,369,797:   240,396    120,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -20,435:    49,841     19,903    -26,114    -76,342     -5,909    -52,615    -12,120:    32,180     -8,315
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.3       32.4        2.6       62.2       61.5       93.1       96.6:       6.9        3.4
Old  :     100.0:      28.3       32.4        2.6       62.2       61.5       93.1       96.6:       6.9        3.4
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  :       354:        82         47         39        169        133        270        200:
Old  :       354:        82         47         39        169        133        270        200:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.8       29.7       36.8       47.6       23.5       28.6       35.6       45.9
Old  :                 23.8       29.7       36.8       47.6       23.5       28.6       35.6       45.9
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, September 10, 2019                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,604,449:   623,170    923,603    175,552  2,356,798  2,113,714  3,155,520  3,212,869:   448,929    391,580
Old  : 3,604,449:   623,170    923,603    175,552  2,356,798  2,113,714  3,155,520  3,212,869:   448,929    391,580
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -52,295:    35,357    -42,077    -24,861    -65,163     40,363    -54,667    -26,575:     2,372    -25,720
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3       25.6        4.9       65.4       58.6       87.5       89.1:      12.5       10.9
Old  :     100.0:      17.3       25.6        4.9       65.4       58.6       87.5       89.1:      12.5       10.9
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  :       384:        73         73         50        189        159        290        254:
Old  :       384:        73         73         50        189        159        290        254:
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  :                 21.0       18.1       28.9       29.8       14.9       15.5       21.6       23.6
Old  :                 21.0       18.1       28.9       29.8       14.9       15.5       21.6       23.6
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, September 10, 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  :   819,095:   134,389    157,818     12,555    553,263    489,611    700,207    659,984:   118,888    159,111
Old  :   819,095:   134,389    157,818     12,555    553,263    489,611    700,207    659,984:   118,888    159,111
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :   -12,261:    22,218     -8,842     -3,946    -37,190     -2,281    -18,918    -15,069:     6,657      2,808
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.4       19.3        1.5       67.5       59.8       85.5       80.6:      14.5       19.4
Old  :     100.0:      16.4       19.3        1.5       67.5       59.8       85.5       80.6:      14.5       19.4
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  :       108:        17         16         12         56         62         79         84:
Old  :       108:        17         16         12         56         62         79         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  :                 26.9       25.9       40.3       38.8       24.4       24.3       35.5       32.4
Old  :                 26.9       25.9       40.3       38.8       24.4       24.3       35.5       32.4
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, September 10, 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  : 4,157,752:   734,459    832,345     79,104  3,041,037  2,927,271  3,854,600  3,838,720:   303,152    319,032
Old  : 4,157,752:   734,459    832,345     79,104  3,041,037  2,927,271  3,854,600  3,838,720:   303,152    319,032
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -4,909:    -8,356    -42,914    -18,018     43,511     58,348     17,137     -2,584:   -22,046     -2,325
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       20.0        1.9       73.1       70.4       92.7       92.3:       7.3        7.7
Old  :     100.0:      17.7       20.0        1.9       73.1       70.4       92.7       92.3:       7.3        7.7
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  :       319:        54         56         41        145        152        220        228:
Old  :       319:        54         56         41        145        152        220        228:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.4       25.6       45.3       35.9       21.6       20.6       33.2       29.0
Old  :                 33.4       25.6       45.3       35.9       21.6       20.6       33.2       29.0
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, September 10, 2019                                                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,016,675:   389,903    273,954    413,093  1,177,294  1,287,794  1,980,290  1,974,841:    36,385     41,834
Old  : 2,016,675:   389,903    273,954    413,093  1,177,294  1,287,794  1,980,290  1,974,841:    36,385     41,834
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    95,714:   101,300    -31,259     12,502    -16,062    111,402     97,740     92,645:    -2,026      3,069
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3       13.6       20.5       58.4       63.9       98.2       97.9:       1.8        2.1
Old  :     100.0:      19.3       13.6       20.5       58.4       63.9       98.2       97.9:       1.8        2.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       172:        50         36         49         70         71        144        134:
Old  :       172:        50         36         49         70         71        144        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.0       23.5       42.4       37.7       17.7       16.3       25.7       23.7
Old  :                 23.0       23.5       42.4       37.7       17.7       16.3       25.7       23.7
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, September 10, 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  :    44,467:    23,866      3,905        334     12,622     31,364     36,822     35,602:     7,646      8,865
Old  :    44,467:    23,866      3,905        334     12,622     31,364     36,822     35,602:     7,646      8,865
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     3,949:     2,571      1,444        107      1,175      2,526      3,852      4,077:        97       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7        8.8        0.7       28.4       70.5       82.8       80.1:      17.2       19.9
Old  :     100.0:      53.7        8.8        0.7       28.4       70.5       82.8       80.1:      17.2       19.9
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  :        93:        30         14          4         25         34         56         51:
Old  :        93:        30         14          4         25         34         56         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       33.5       47.9       51.0       36.1       31.1       47.6       48.5
Old  :                 36.2       33.5       47.9       51.0       36.1       31.1       47.6       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders - Futures Only, September 10, 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  :    88,934:    47,732      7,810        667     25,244     62,727     73,643     71,204:    15,291     17,730
Old  :    88,934:    47,732      7,810        667     25,244     62,727     73,643     71,204:    15,291     17,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     7,897:     5,141      2,888        214      2,349      5,052      7,704      8,154:       193       -257
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.7        8.8        0.7       28.4       70.5       82.8       80.1:      17.2       19.9
Old  :     100.0:      53.7        8.8        0.7       28.4       70.5       82.8       80.1:      17.2       19.9
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  :        93:        30         14          4         25         34         56         51:
Old  :        93:        30         14          4         25         34         56         51:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.2       33.5       47.9       51.0       36.1       31.1       47.6       48.5
Old  :                 36.2       33.5       47.9       51.0       36.1       31.1       47.6       48.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders - Futures Only, September 10, 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  :    38,710:     2,839      1,404          0     33,993     36,144     36,832     37,548:     1,878      1,162
Old  :    38,710:     2,839      1,404          0     33,993     36,144     36,832     37,548:     1,878      1,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       487:      -267          0          0        943        525        676        525:      -189        -38
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        3.6        0.0       87.8       93.4       95.1       97.0:       4.9        3.0
Old  :     100.0:       7.3        3.6        0.0       87.8       93.4       95.1       97.0:       4.9        3.0
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:         4          2          0         11         10         15         12:
Old  :        23:         4          2          0         11         10         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  :                 75.4       78.7       87.0       94.4       74.6       78.7       85.6       93.7
Old  :                 75.4       78.7       87.0       94.4       74.6       78.7       85.6       93.7
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, September 10, 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  :    23,116:    14,316     18,807      2,225      6,388      2,048     22,929     23,080:       187         36
Old  :    23,116:    14,316     18,807      2,225      6,388      2,048     22,929     23,080:       187         36
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    -3,797:    -3,665     -4,605        322       -429        466     -3,772     -3,817:       -25         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.9       81.4        9.6       27.6        8.9       99.2       99.8:       0.8        0.2
Old  :     100.0:      61.9       81.4        9.6       27.6        8.9       99.2       99.8:       0.8        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  :        42:        18         20          4          4          2         26         22:
Old  :        42:        18         20          4          4          2         26         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  :                 61.4       58.6       88.0       75.8       60.9       53.0       73.2       65.1
Old  :                 61.4       58.6       88.0       75.8       60.9       53.0       73.2       65.1
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, September 10, 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  :    50,275:    24,658      5,060     10,273     15,325     32,866     50,256     48,199:        19      2,076
Old  :    50,275:    24,658      5,060     10,273     15,325     32,866     50,256     48,199:        19      2,076
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :    21,209:       750        -60     10,203     10,260     11,463     21,213     21,606:        -4       -397
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.0       10.1       20.4       30.5       65.4      100.0       95.9:       0.0        4.1
Old  :     100.0:      49.0       10.1       20.4       30.5       65.4      100.0       95.9:       0.0        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         7          6          3          3         15         11         23:
Old  :        30:         7          6          3          3         15         11         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  :                 92.9       72.2       99.7       83.6       56.1       37.3       59.0       46.9
Old  :                 92.9       72.2       99.7       83.6       56.1       37.3       59.0       46.9
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, September 10, 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  :    12,810:     3,586      3,337      2,282      6,928      5,084     12,796     10,703:        14      2,107
Old  :    12,810:     3,586      3,337      2,282      6,928      5,084     12,796     10,703:        14      2,107
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :     4,843:     1,503        709      2,273      1,073      1,846      4,849      4,828:        -6         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0       26.0       17.8       54.1       39.7       99.9       83.6:       0.1       16.4
Old  :     100.0:      28.0       26.0       17.8       54.1       39.7       99.9       83.6:       0.1       16.4
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:         4          8          2          3          9          8         18:
Old  :        23:         4          8          2          3          9          8         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.6       57.1       99.9       76.8       59.8       35.0       67.1       46.3
Old  :                 84.6       57.1       99.9       76.8       59.8       35.0       67.1       46.3
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, September 10, 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  :    52,608:    19,395     19,387     33,213          0          0     52,608     52,600:         0          8
Old  :    52,608:    19,395     19,387     33,213          0          0     52,608     52,600:         0          8
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 3, 2019                    :
     :       514:      -485       -455        999          0          0        514        544:         0        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9       36.9       63.1        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      36.9       36.9       63.1        0.0        0.0      100.0      100.0:       0.0        0.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6         16          7          0          0         10         20:
Old  :        23:         6         16          7          0          0         10         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  :                 88.5       79.4       99.6       94.6       35.4       30.1       36.9       35.7
Old  :                 88.5       79.4       99.6       94.6       35.4       30.1       36.9       35.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated September 13, 2019