WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, October 08, 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  :   388,627:   102,066    105,465    134,614    124,271    108,245    360,951    348,324:    27,676     40,303
Old  :   329,802:   101,571    103,559    103,626    102,941     90,516    308,138    297,701:    21,664     32,101
Other:    58,825:    24,185     25,596      7,298     21,330     17,729     52,813     50,623:     6,012      8,202
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    19,097:    -6,979        144     11,558     12,644      6,312     17,223     18,014:     1,874      1,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       27.1       34.6       32.0       27.9       92.9       89.6:       7.1       10.4
Old  :     100.0:      30.8       31.4       31.4       31.2       27.4       93.4       90.3:       6.6        9.7
Other:     100.0:      41.1       43.5       12.4       36.3       30.1       89.8       86.1:      10.2       13.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:        99        107        117         82        101        252        266:
Old  :       329:       100        101        104         75         94        233        248:
Other:       155:        41         36         24         39         58         94        106:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.3       11.3       20.9       20.1        9.2        8.8       14.8       14.6
Old  :                 12.1       13.3       21.1       22.9        8.6       10.1       15.5       16.6
Other:                 31.6       30.6       46.6       41.2       31.5       26.8       43.5       36.9
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, October 08, 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  :    11,299:     6,920      2,000        700      3,200      8,404     10,820     11,104:       479        195
Old  :    11,299:     6,920      2,000        700      3,200      8,404     10,820     11,104:       479        195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -3,965:      -701       -146         -4     -3,020     -3,715     -3,725     -3,865:      -240       -100
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      61.2       17.7        6.2       28.3       74.4       95.8       98.3:       4.2        1.7
Old  :     100.0:      61.2       17.7        6.2       28.3       74.4       95.8       98.3:       4.2        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         4          4          1          8         12         12         17:
Old  :        22:         4          4          1          8         12         12         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  :                 69.4       54.8       87.0       83.0       68.6       50.6       80.6       75.3
Old  :                 69.4       54.8       87.0       83.0       68.6       50.6       80.6       75.3
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, October 08, 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  :   313,449:    84,848     96,579     83,724    115,242    114,494    283,814    294,797:    29,635     18,652
Old  :   274,719:    84,488     95,422     68,935     96,537     94,919    249,960    259,276:    24,759     15,443
Other:    38,730:    11,432     12,229      3,717     18,705     19,575     33,854     35,521:     4,876      3,209
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     5,491:    -2,183      3,495        -94      5,904      1,546      3,627      4,947:     1,864        544
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1       30.8       26.7       36.8       36.5       90.5       94.0:       9.5        6.0
Old  :     100.0:      30.8       34.7       25.1       35.1       34.6       91.0       94.4:       9.0        5.6
Other:     100.0:      29.5       31.6        9.6       48.3       50.5       87.4       91.7:      12.6        8.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       284:        91         58         71         99         78        228        179:
Old  :       280:        94         57         58         95         72        214        166:
Other:       130:        34         20         18         39         45         84         73:
     :----------------------------------------------------------------------------------------------------
     :             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       18.8       19.8       30.6        7.9       15.4       14.0       23.2
Old  :                 13.6       18.2       21.8       30.7        8.2       14.0       15.0       22.8
Other:                 22.2       50.2       37.8       66.2       22.2       48.3       36.8       61.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 08, 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  : 1,621,187:   346,062    350,324    293,453    710,405    793,329  1,349,920  1,437,106:   271,267    184,081
Old  : 1,481,712:   337,512    366,294    246,927    636,610    720,772  1,221,049  1,333,993:   260,663    147,719
Other:   139,475:    52,587     28,067      2,489     73,795     72,557    128,871    103,113:    10,604     36,362
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    18,418:   -15,987    -25,731     10,100     20,440     28,460     14,553     12,829:     3,865      5,589
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       21.6       18.1       43.8       48.9       83.3       88.6:      16.7       11.4
Old  :     100.0:      22.8       24.7       16.7       43.0       48.6       82.4       90.0:      17.6       10.0
Other:     100.0:      37.7       20.1        1.8       52.9       52.0       92.4       73.9:       7.6       26.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       820:       170        146        160        375        346        646        566:
Old  :       816:       186        137        136        367        333        627        537:
Other:       404:        46         64         20         87        230        144        304:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  8.2       11.2       14.6       18.5        7.1        7.8       11.7       13.2
Old  :                  8.2       11.2       14.5       18.9        7.3        7.3       11.9       13.1
Other:                 24.8       22.5       41.3       31.9       24.4       22.3       40.9       31.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,767:     2,365        294          5      1,594      4,688      3,964      4,987:     1,803        780
Old  :     5,755:     2,365        294          5      1,591      4,688      3,961      4,987:     1,794        768
Other:        12:         0          0          0          3          0          3          0:         9         12
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :       258:       176       -179          5          1        352        182        178:        76         80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.0        5.1        0.1       27.6       81.3       68.7       86.5:      31.3       13.5
Old  :     100.0:      41.1        5.1        0.1       27.6       81.5       68.8       86.7:      31.2       13.3
Other:     100.0:       0.0        0.0        0.0       25.0        0.0       25.0        0.0:      75.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        10          4          2          7          9         18         14:
Old  :        25:        10          4          2          6          9         17         14:
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  :                 36.3       61.2       51.4       80.9       32.9       49.8       46.1       66.3
Old  :                 36.4       61.4       51.5       81.1       33.0       50.0       46.2       66.5
Other:                 25.0        0.0       25.0        0.0       25.0        0.0       25.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 08, 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  :   711,318:   163,729    122,308    140,420    343,691    384,297    647,840    647,025:    63,478     64,293
Old  :   671,849:   158,643    122,233    126,651    327,138    366,150    612,432    615,034:    59,417     56,815
Other:    39,469:    15,173     10,162      3,682     16,553     18,147     35,408     31,991:     4,061      7,478
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -2,144:    -1,329     -3,985    -10,415      3,371     10,576     -8,373     -3,824:     6,229      1,680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       17.2       19.7       48.3       54.0       91.1       91.0:       8.9        9.0
Old  :     100.0:      23.6       18.2       18.9       48.7       54.5       91.2       91.5:       8.8        8.5
Other:     100.0:      38.4       25.7        9.3       41.9       46.0       89.7       81.1:      10.3       18.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       543:       152        105        167        182        208        424        423:
Old  :       539:       160        105        153        177        200        415        401:
Other:       226:        36         55         24         40        109         94        172:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       12.7       19.0       22.0        9.2       10.9       15.7       18.0
Old  :                 12.0       12.8       19.8       22.4        9.5       10.9       16.4       18.4
Other:                 28.1       27.5       43.5       40.4       28.1       27.3       43.5       39.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 08, 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  :   479,116:    99,087     53,792    129,501    213,500    268,240    442,088    451,533:    37,028     27,583
Old  :   464,385:    99,952     56,867    122,049    207,278    259,050    429,279    437,966:    35,106     26,419
Other:    14,731:     4,211      2,001      2,376      6,222      9,190     12,809     13,567:     1,922      1,164
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -9,186:   -11,173    -16,145     -6,672      9,161     13,286     -8,684     -9,531:      -502        345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       11.2       27.0       44.6       56.0       92.3       94.2:       7.7        5.8
Old  :     100.0:      21.5       12.2       26.3       44.6       55.8       92.4       94.3:       7.6        5.7
Other:     100.0:      28.6       13.6       16.1       42.2       62.4       87.0       92.1:      13.0        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       321:       101         72        127         86         74        264        230:
Old  :       321:       103         77        124         86         73        264        226:
Other:        63:        14         10         12         24         16         44         35:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.5       24.4       19.9       32.7       12.5       23.3       17.9       30.9
Old  :                 13.9       24.7       20.5       32.6       13.0       23.8       18.4       30.8
Other:                 34.3       38.3       55.3       56.5       28.3       37.8       45.3       53.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   968,097:   121,578    198,277     14,071    660,603    627,664    796,252    840,012:   171,845    128,085
Old  :   968,097:   121,578    198,277     14,071    660,603    627,664    796,252    840,012:   171,845    128,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -425:       794      5,456     -1,342     -1,760      5,249     -2,308      9,363:     1,883     -9,788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       20.5        1.5       68.2       64.8       82.2       86.8:      17.8       13.2
Old  :     100.0:      12.6       20.5        1.5       68.2       64.8       82.2       86.8:      17.8       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  :       183:        35         33         22         78         84        123        129:
Old  :       183:        35         33         22         78         84        123        129:
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       35.3       40.7       20.3       26.3       29.0       35.7
Old  :                 25.4       29.0       35.3       40.7       20.3       26.3       29.0       35.7
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, October 08, 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  : 1,137,223:   114,825    393,149      7,852    836,999    653,072    959,676  1,054,073:   177,547     83,150
Old  : 1,137,223:   114,825    393,149      7,852    836,999    653,072    959,676  1,054,073:   177,547     83,150
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     3,064:    -7,175     -1,093     -3,050     10,186     17,190        -39     13,047:     3,103     -9,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       34.6        0.7       73.6       57.4       84.4       92.7:      15.6        7.3
Old  :     100.0:      10.1       34.6        0.7       73.6       57.4       84.4       92.7:      15.6        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       139:        23         17         14         80         69        109         94:
Old  :       139:        23         17         14         80         69        109         94:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 26.6       35.0       38.6       53.8       22.8       33.3       33.2       49.3
Old  :                 26.6       35.0       38.6       53.8       22.8       33.3       33.2       49.3
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, October 08, 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  :   415,259:    79,671     86,042     94,877    187,662    204,555    362,210    385,474:    53,049     29,785
Old  :   400,727:    80,118     86,038     87,664    181,565    199,127    349,347    372,829:    51,380     27,898
Other:    14,532:     2,493      2,944      4,273      6,097      5,428     12,863     12,645:     1,669      1,887
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -3,301:    -6,230     -7,097      3,622     -2,799     -1,612     -5,407     -5,087:     2,106      1,786
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       20.7       22.8       45.2       49.3       87.2       92.8:      12.8        7.2
Old  :     100.0:      20.0       21.5       21.9       45.3       49.7       87.2       93.0:      12.8        7.0
Other:     100.0:      17.2       20.3       29.4       42.0       37.4       88.5       87.0:      11.5       13.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       290:        83         63         94        101         81        233        204:
Old  :       289:        88         63         93        101         80        233        201:
Other:        75:        18         12         14         32         17         57         38:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       20.6       17.0       29.6        9.7       19.0       15.3       25.2
Old  :                 10.6       21.3       16.9       29.9        9.9       20.0       15.5       26.2
Other:                 30.7       31.3       48.3       50.0       19.5       24.2       33.1       36.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 08, 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  :     9,493:     2,475      1,724         69      4,954      6,620      7,498      8,413:     1,995      1,080
Old  :     9,493:     2,475      1,724         69      4,954      6,620      7,498      8,413:     1,995      1,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -563:      -708        -30       -266        234       -245       -740       -541:       177        -22
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.1       18.2        0.7       52.2       69.7       79.0       88.6:      21.0       11.4
Old  :     100.0:      26.1       18.2        0.7       52.2       69.7       79.0       88.6:      21.0       11.4
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  :        47:        16          9          4         11         15         29         26:
Old  :        47:        16          9          4         11         15         29         26:
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  :                 46.8       46.3       58.1       66.9       46.8       46.3       58.1       66.9
Old  :                 46.8       46.3       58.1       66.9       46.8       46.3       58.1       66.9
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, October 08, 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  : 3,798,118:   954,174  1,217,030     49,642  2,588,494  2,438,102  3,592,310  3,704,774:   205,808     93,344
Old  : 3,798,118:   954,174  1,217,030     49,642  2,588,494  2,438,102  3,592,310  3,704,774:   205,808     93,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    88,137:  -220,492      9,550      6,943    303,753     62,775     90,204     79,268:    -2,067      8,869
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1       32.0        1.3       68.2       64.2       94.6       97.5:       5.4        2.5
Old  :     100.0:      25.1       32.0        1.3       68.2       64.2       94.6       97.5:       5.4        2.5
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  :       371:        88         46         37        184        137        292        200:
Old  :       371:        88         46         37        184        137        292        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  :                 21.8       34.0       35.3       48.9       21.7       33.1       34.9       48.0
Old  :                 21.8       34.0       35.3       48.9       21.7       33.1       34.9       48.0
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, October 08, 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  : 3,640,852:   604,788    727,348    186,281  2,402,806  2,334,445  3,193,875  3,248,074:   446,977    392,778
Old  : 3,640,852:   604,788    727,348    186,281  2,402,806  2,334,445  3,193,875  3,248,074:   446,977    392,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    40,357:   -36,217    -77,267     13,597     61,080     84,440     38,460     20,770:     1,897     19,587
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       20.0        5.1       66.0       64.1       87.7       89.2:      12.3       10.8
Old  :     100.0:      16.6       20.0        5.1       66.0       64.1       87.7       89.2:      12.3       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       383:        72         66         51        184        169        281        261:
Old  :       383:        72         66         51        184        169        281        261:
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  :                 19.9       19.3       27.9       31.3       14.1       16.0       20.5       23.6
Old  :                 19.9       19.3       27.9       31.3       14.1       16.0       20.5       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, October 08, 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  :   827,005:   129,952     80,390      7,765    572,865    572,870    710,582    661,025:   116,423    165,980
Old  :   827,005:   129,952     80,390      7,765    572,865    572,870    710,582    661,025:   116,423    165,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     9,922:    -9,527    -67,817     -3,028     19,406     75,346      6,851      4,501:     3,071      5,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7        9.7        0.9       69.3       69.3       85.9       79.9:      14.1       20.1
Old  :     100.0:      15.7        9.7        0.9       69.3       69.3       85.9       79.9:      14.1       20.1
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  :       109:        13         15         10         59         65         79         83:
Old  :       109:        13         15         10         59         65         79         83:
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  :                 28.2       23.9       43.5       35.8       27.1       20.9       39.1       29.7
Old  :                 28.2       23.9       43.5       35.8       27.1       20.9       39.1       29.7
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, October 08, 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  : 4,282,402:   628,153    781,128     51,786  3,271,449  3,144,274  3,951,388  3,977,188:   331,014    305,214
Old  : 4,282,402:   628,153    781,128     51,786  3,271,449  3,144,274  3,951,388  3,977,188:   331,014    305,214
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :   109,398:  -138,401      5,035    -17,548    246,672    122,368     90,723    109,855:    18,675       -457
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       18.2        1.2       76.4       73.4       92.3       92.9:       7.7        7.1
Old  :     100.0:      14.7       18.2        1.2       76.4       73.4       92.3       92.9:       7.7        7.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       336:        62         52         34        151        155        225        229:
Old  :       336:        62         52         34        151        155        225        229:
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  :                 34.1       26.1       47.9       37.7       22.3       20.4       35.3       29.6
Old  :                 34.1       26.1       47.9       37.7       22.3       20.4       35.3       29.6
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, October 08, 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  : 1,978,691:   436,977    299,949    373,686  1,126,367  1,261,103  1,937,030  1,934,738:    41,661     43,953
Old  : 1,978,691:   436,977    299,949    373,686  1,126,367  1,261,103  1,937,030  1,934,738:    41,661     43,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     9,083:   -29,699     25,618     -2,431     38,095    -12,637      5,965     10,550:     3,118     -1,467
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       15.2       18.9       56.9       63.7       97.9       97.8:       2.1        2.2
Old  :     100.0:      22.1       15.2       18.9       56.9       63.7       97.9       97.8:       2.1        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  :       156:        39         32         42         68         75        126        130:
Old  :       156:        39         32         42         68         75        126        130:
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  :                 29.0       25.3       47.7       42.6       19.3       15.0       27.9       21.9
Old  :                 29.0       25.3       47.7       42.6       19.3       15.0       27.9       21.9
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, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    49,078:    21,776      2,864        925     18,590     37,651     41,291     41,440:     7,787      7,638
Old  :    49,078:    21,776      2,864        925     18,590     37,651     41,291     41,440:     7,787      7,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -2,665:    -5,228     -1,198        -32      2,390       -484     -2,869     -1,713:       204       -952
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        5.8        1.9       37.9       76.7       84.1       84.4:      15.9       15.6
Old  :     100.0:      44.4        5.8        1.9       37.9       76.7       84.1       84.4:      15.9       15.6
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  :        90:        31         10          6         27         33         59         48:
Old  :        90:        31         10          6         27         33         59         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       44.8       54.4       59.2       43.0       43.9       54.1       58.3
Old  :                 43.0       44.8       54.4       59.2       43.0       43.9       54.1       58.3
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, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    98,156:    43,552      5,728      1,850     37,180     75,302     82,582     82,880:    15,574     15,276
Old  :    98,156:    43,552      5,728      1,850     37,180     75,302     82,582     82,880:    15,574     15,276
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :    -5,330:   -10,455     -2,395        -63      4,780       -968     -5,738     -3,426:       408     -1,904
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        5.8        1.9       37.9       76.7       84.1       84.4:      15.9       15.6
Old  :     100.0:      44.4        5.8        1.9       37.9       76.7       84.1       84.4:      15.9       15.6
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  :        90:        31         10          6         27         33         59         48:
Old  :        90:        31         10          6         27         33         59         48:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 43.0       44.8       54.4       59.2       43.0       43.9       54.1       58.3
Old  :                 43.0       44.8       54.4       59.2       43.0       43.9       54.1       58.3
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, October 08, 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  :    42,747:     3,696        448          0     36,882     40,137     40,578     40,585:     2,169      2,162
Old  :    42,747:     3,696        448          0     36,882     40,137     40,578     40,585:     2,169      2,162
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :       260:      -260       -642          0        155        693       -105         51:       365        209
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        1.0        0.0       86.3       93.9       94.9       94.9:       5.1        5.1
Old  :     100.0:       8.6        1.0        0.0       86.3       93.9       94.9       94.9:       5.1        5.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         3          1          0         12         13         15         14:
Old  :        27:         3          1          0         12         13         15         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.2       68.8       87.5       88.2       69.2       68.8       87.2       88.2
Old  :                 69.2       68.8       87.5       88.2       69.2       68.8       87.2       88.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, October 08, 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  :    19,974:    14,013     17,291        727      5,041      1,946     19,781     19,964:       193         10
Old  :    19,974:    14,013     17,291        727      5,041      1,946     19,781     19,964:       193         10
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :       927:       948      1,139         41          0       -250        989        930:       -62         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.2       86.6        3.6       25.2        9.7       99.0       99.9:       1.0        0.0
Old  :     100.0:      70.2       86.6        3.6       25.2        9.7       99.0       99.9:       1.0        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  :        39:        20         15          4          4          2         27         18:
Old  :        39:        20         15          4          4          2         27         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  :                 70.3       70.1       85.2       85.1       65.9       68.1       76.4       79.5
Old  :                 70.3       70.1       85.2       85.1       65.9       68.1       76.4       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders - Futures Only, October 08, 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  :    63,895:    40,020      6,341     18,753      5,035     35,950     63,808     61,044:        87      2,851
Old  :    63,895:    40,020      6,341     18,753      5,035     35,950     63,808     61,044:        87      2,851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     1,459:       294        528      1,136          0       -389      1,430      1,275:        29        184
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.6        9.9       29.3        7.9       56.3       99.9       95.5:       0.1        4.5
Old  :     100.0:      62.6        9.9       29.3        7.9       56.3       99.9       95.5:       0.1        4.5
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  :        31:         6          7          3          2         16         10         24:
Old  :        31:         6          7          3          2         16         10         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.8       75.1       99.8       85.4       68.6       49.2       70.5       57.8
Old  :                 97.8       75.1       99.8       85.4       68.6       49.2       70.5       57.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders - Futures Only, October 08, 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  :    24,301:    11,687      3,219      9,692      2,893      9,282     24,272     22,193:        29      2,108
Old  :    24,301:    11,687      3,219      9,692      2,893      9,282     24,272     22,193:        29      2,108
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :     5,571:       800        121      4,778          0        582      5,578      5,481:        -7         90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1       13.2       39.9       11.9       38.2       99.9       91.3:       0.1        8.7
Old  :     100.0:      48.1       13.2       39.9       11.9       38.2       99.9       91.3:       0.1        8.7
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  :        21:         5          6          1          2          8          7         15:
Old  :        21:         5          6          1          2          8          7         15:
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  :                 95.1       77.7       99.9       88.6       55.2       41.9       60.0       49.5
Old  :                 95.1       77.7       99.9       88.6       55.2       41.9       60.0       49.5
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, October 08, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 100,000 USD notional principal                                             :
     :          :                                                                            :
All  :    50,917:    22,826     22,805     28,091          0          0     50,917     50,896:         0         21
Old  :    50,917:    22,826     22,805     28,091          0          0     50,917     50,896:         0         21
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 1, 2019                      :
     :      -503:      -500       -504          0          0          0       -500       -504:        -3          1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       44.8       55.2        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      44.8       44.8       55.2        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  :        22:         6         15          5          0          0          9         18:
Old  :        22:         6         15          5          0          0          9         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  :                 84.7       83.5       99.9       96.9       39.5       37.6       44.8       43.6
Old  :                 84.7       83.5       99.9       96.9       39.5       37.6       44.8       43.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 11, 2019