WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, October 15, 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  :   402,973:    99,514    100,019    141,443    135,327    122,904    376,284    364,366:    26,689     38,607
Old  :   339,084:   101,108     98,021    107,716    109,751    103,127    318,575    308,864:    20,509     30,220
Other:    63,889:    23,876     27,468      8,257     25,576     19,777     57,709     55,502:     6,180      8,387
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    14,346:    -2,552     -5,446      6,829     11,056     14,659     15,333     16,042:      -987     -1,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.7       24.8       35.1       33.6       30.5       93.4       90.4:       6.6        9.6
Old  :     100.0:      29.8       28.9       31.8       32.4       30.4       94.0       91.1:       6.0        8.9
Other:     100.0:      37.4       43.0       12.9       40.0       31.0       90.3       86.9:       9.7       13.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       352:        96        117        126         82        102        254        284:
Old  :       345:       102        110        109         74         96        233        267:
Other:       162:        40         40         27         42         60         99        112:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.2       11.9       22.4       20.6        8.7        8.4       14.0       13.3
Old  :                 12.8       13.9       22.8       23.0        8.5        9.6       14.4       14.8
Other:                 32.1       30.1       46.6       40.3       32.0       26.5       44.4       36.4
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, October 15, 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  :    11,424:     7,670      1,720        700      2,486      8,559     10,856     10,979:       568        445
Old  :    11,424:     7,670      1,720        700      2,486      8,559     10,856     10,979:       568        445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       125:       750       -280          0       -714        155         36       -125:        89        250
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.1       15.1        6.1       21.8       74.9       95.0       96.1:       5.0        3.9
Old  :     100.0:      67.1       15.1        6.1       21.8       74.9       95.0       96.1:       5.0        3.9
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  :        20:         4          3          1          9         13         13         17:
Old  :        20:         4          3          1          9         13         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  :                 75.3       56.5       91.9       80.5       71.0       50.7       78.1       71.7
Old  :                 75.3       56.5       91.9       80.5       71.0       50.7       78.1       71.7
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 15, 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  :   319,437:    88,811     89,916     84,578    118,564    126,623    291,953    301,117:    27,484     18,320
Old  :   277,904:    88,652     89,052     67,952     98,617    105,668    255,221    262,672:    22,683     15,232
Other:    41,533:    12,638     13,343      4,147     19,947     20,955     36,732     38,445:     4,801      3,088
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     5,988:     3,963     -6,663        854      3,322     12,129      8,139      6,320:    -2,151       -332
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.8       28.1       26.5       37.1       39.6       91.4       94.3:       8.6        5.7
Old  :     100.0:      31.9       32.0       24.5       35.5       38.0       91.8       94.5:       8.2        5.5
Other:     100.0:      30.4       32.1       10.0       48.0       50.5       88.4       92.6:      11.6        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        97         54         75         93         81        226        184:
Old  :       278:        98         56         59         88         73        211        167:
Other:       132:        35         21         19         39         47         84         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       20.0       21.0       31.5        8.4       15.9       14.4       23.0
Old  :                 14.4       19.7       23.3       32.0        8.9       14.6       15.2       22.7
Other:                 23.4       49.9       38.7       64.9       23.4       46.8       37.2       60.0
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 15, 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  : 1,570,763:   312,556    316,803    298,885    697,476    773,286  1,308,917  1,388,974:   261,846    181,789
Old  : 1,424,441:   300,019    335,815    251,306    622,264    692,095  1,173,589  1,279,216:   250,852    145,225
Other:   146,322:    56,804     25,255      3,312     75,212     81,191    135,328    109,758:    10,994     36,564
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :   -50,424:   -33,506    -33,521      5,432    -12,929    -20,043    -41,003    -48,132:    -9,421     -2,292
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.9       20.2       19.0       44.4       49.2       83.3       88.4:      16.7       11.6
Old  :     100.0:      21.1       23.6       17.6       43.7       48.6       82.4       89.8:      17.6       10.2
Other:     100.0:      38.8       17.3        2.3       51.4       55.5       92.5       75.0:       7.5       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       819:       162        155        164        368        352        633        582:
Old  :       813:       167        155        142        359        339        613        554:
Other:       412:        53         55         22         88        237        154        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       10.6       14.2       18.0        6.4        6.9       11.2       12.4
Old  :                  8.1       10.1       14.2       18.0        6.6        6.8       11.5       12.2
Other:                 24.6       24.7       40.3       33.8       24.3       24.6       39.9       33.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 15, 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  :     5,914:     2,648        155         29      1,458      4,790      4,135      4,974:     1,779        940
Old  :     5,902:     2,648        155         29      1,455      4,790      4,132      4,974:     1,770        928
Other:        12:         0          0          0          3          0          3          0:         9         12
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       147:       283       -139         24       -136        102        171        -13:       -24        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8        2.6        0.5       24.7       81.0       69.9       84.1:      30.1       15.9
Old  :     100.0:      44.9        2.6        0.5       24.7       81.2       70.0       84.3:      30.0       15.7
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  :        26:        12          3          1          8          9         21         12:
Old  :        26:        12          3          1          7          9         20         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  :                 32.8       62.7       47.7       80.8       29.1       50.7       42.7       65.1
Old  :                 32.8       62.8       47.8       80.9       29.1       50.8       42.8       65.2
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 15, 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  :   752,145:   175,764     98,416    150,205    361,876    436,657    687,845    685,278:    64,300     66,867
Old  :   708,384:   171,192     99,176    133,138    343,971    417,735    648,301    650,049:    60,083     58,335
Other:    43,761:    16,666     11,334      4,973     17,905     18,922     39,544     35,229:     4,217      8,532
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    40,827:    12,035    -23,892      9,785     18,185     52,360     40,005     38,253:       822      2,574
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       13.1       20.0       48.1       58.1       91.5       91.1:       8.5        8.9
Old  :     100.0:      24.2       14.0       18.8       48.6       59.0       91.5       91.8:       8.5        8.2
Other:     100.0:      38.1       25.9       11.4       40.9       43.2       90.4       80.5:       9.6       19.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       559:       165        104        176        179        220        436        435:
Old  :       552:       170        104        162        176        216        426        417:
Other:       238:        44         52         30         36        117         99        184:
     :----------------------------------------------------------------------------------------------------
     :             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       14.4       18.7       23.6        8.7       12.0       15.1       19.5
Old  :                 11.8       14.7       19.4       24.4        9.1       12.2       15.9       20.0
Other:                 25.6       25.3       41.0       37.1       25.6       25.1       40.4       35.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 15, 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  :   492,622:   109,745     45,595    124,134    223,123    296,749    457,002    466,478:    35,620     26,144
Old  :   478,366:   109,988     47,328    118,005    216,908    288,011    444,901    453,344:    33,465     25,022
Other:    14,256:     3,459      1,969      2,427      6,215      8,738     12,101     13,134:     2,155      1,122
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    13,506:    10,658     -8,197     -5,367      9,623     28,509     14,914     14,945:    -1,408     -1,439
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.3        9.3       25.2       45.3       60.2       92.8       94.7:       7.2        5.3
Old  :     100.0:      23.0        9.9       24.7       45.3       60.2       93.0       94.8:       7.0        5.2
Other:     100.0:      24.3       13.8       17.0       43.6       61.3       84.9       92.1:      15.1        7.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:       110         67        130         89         77        280        230:
Old  :       332:       112         72        128         89         76        280        227:
Other:        64:        15         11         12         24         15         46         34:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.3       27.1       20.1       36.0       12.2       25.7       17.4       33.5
Old  :                 13.7       27.3       20.7       36.1       12.6       26.1       18.0       33.7
Other:                 29.8       36.0       51.6       55.4       26.2       34.4       41.9       52.1
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 15, 2019                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   974,337:   133,124    189,738     14,885    658,082    639,602    806,091    844,225:   168,246    130,112
Old  :   974,337:   133,124    189,738     14,885    658,082    639,602    806,091    844,225:   168,246    130,112
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     6,240:    11,546     -8,539        814     -2,521     11,938      9,839      4,213:    -3,599      2,027
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       19.5        1.5       67.5       65.6       82.7       86.6:      17.3       13.4
Old  :     100.0:      13.7       19.5        1.5       67.5       65.6       82.7       86.6:      17.3       13.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        41         29         20         76         82        125        123:
Old  :       183:        41         29         20         76         82        125        123:
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  :                 25.1       29.9       34.9       41.3       20.0       27.5       28.6       37.0
Old  :                 25.1       29.9       34.9       41.3       20.0       27.5       28.6       37.0
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 15, 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  : 1,149,704:   113,099    394,007      9,325    843,704    656,573    966,128  1,059,905:   183,576     89,799
Old  : 1,149,704:   113,099    394,007      9,325    843,704    656,573    966,128  1,059,905:   183,576     89,799
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    12,481:    -1,726        858      1,473      6,705      3,501      6,452      5,832:     6,029      6,649
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.8       34.3        0.8       73.4       57.1       84.0       92.2:      16.0        7.8
Old  :     100.0:       9.8       34.3        0.8       73.4       57.1       84.0       92.2:      16.0        7.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        22         17         13         76         66        104         90:
Old  :       132:        22         17         13         76         66        104         90:
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  :                 26.8       35.3       38.7       54.1       23.2       33.5       33.5       49.7
Old  :                 26.8       35.3       38.7       54.1       23.2       33.5       33.5       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, October 15, 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  :   423,455:    78,371     77,963    101,339    198,209    214,640    377,919    393,942:    45,536     29,513
Old  :   408,585:    79,230     78,625     93,389    192,108    208,186    364,727    380,200:    43,858     28,385
Other:    14,870:     3,175      3,372      3,916      6,101      6,454     13,192     13,742:     1,678      1,128
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     8,196:    -1,300     -8,079      6,462     10,547     10,085     15,709      8,468:    -7,513       -272
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.5       18.4       23.9       46.8       50.7       89.2       93.0:      10.8        7.0
Old  :     100.0:      19.4       19.2       22.9       47.0       51.0       89.3       93.1:      10.7        6.9
Other:     100.0:      21.4       22.7       26.3       41.0       43.4       88.7       92.4:      11.3        7.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       288:        87         58         94        105         80        239        199:
Old  :       288:        92         60         93        105         79        239        197:
Other:        79:        18         16         13         32         16         56         41:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.9       21.4       18.2       30.6       10.6       20.0       16.1       26.4
Old  :                 11.2       22.1       18.3       31.0       10.7       20.8       16.4       26.9
Other:                 28.4       32.9       44.8       51.8       18.4       27.2       31.2       43.1
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 15, 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  :     9,430:     2,309      1,716         78      5,110      6,495      7,497      8,289:     1,933      1,141
Old  :     9,430:     2,309      1,716         78      5,110      6,495      7,497      8,289:     1,933      1,141
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       -63:      -166         -8          9        156       -125         -1       -124:       -62         61
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       18.2        0.8       54.2       68.9       79.5       87.9:      20.5       12.1
Old  :     100.0:      24.5       18.2        0.8       54.2       68.9       79.5       87.9:      20.5       12.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        16          9          5         12         14         31         25:
Old  :        46:        16          9          5         12         14         31         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.5       49.4       56.6       69.1       45.5       49.4       56.6       69.1
Old  :                 45.5       49.4       56.6       69.1       45.5       49.4       56.6       69.1
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, October 15, 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  : 3,894,832:   971,331  1,207,776    118,489  2,606,372  2,465,565  3,696,192  3,791,830:   198,640    103,002
Old  : 3,894,832:   971,331  1,207,776    118,489  2,606,372  2,465,565  3,696,192  3,791,830:   198,640    103,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    96,714:    17,157     -9,254     68,847     17,878     27,463    103,882     87,056:    -7,168      9,658
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.9       31.0        3.0       66.9       63.3       94.9       97.4:       5.1        2.6
Old  :     100.0:      24.9       31.0        3.0       66.9       63.3       94.9       97.4:       5.1        2.6
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  :       367:        85         43         38        189        134        296        193:
Old  :       367:        85         43         38        189        134        296        193:
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  :                 21.6       36.4       35.8       51.6       21.3       34.2       35.4       49.3
Old  :                 21.6       36.4       35.8       51.6       21.3       34.2       35.4       49.3
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 15, 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  : 3,610,864:   661,339    761,031    158,037  2,351,975  2,311,986  3,171,351  3,231,054:   439,513    379,810
Old  : 3,610,864:   661,339    761,031    158,037  2,351,975  2,311,986  3,171,351  3,231,054:   439,513    379,810
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :   -29,988:    56,551     33,683    -28,244    -50,831    -22,459    -22,524    -17,020:    -7,464    -12,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.3       21.1        4.4       65.1       64.0       87.8       89.5:      12.2       10.5
Old  :     100.0:      18.3       21.1        4.4       65.1       64.0       87.8       89.5:      12.2       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  :       388:        72         70         49        184        168        279        264:
Old  :       388:        72         70         49        184        168        279        264:
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  :                 20.7       19.3       28.6       31.3       13.4       16.1       19.9       23.6
Old  :                 20.7       19.3       28.6       31.3       13.4       16.1       19.9       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 15, 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  :   827,185:   127,735     87,687      8,455    576,041    569,536    712,231    665,678:   114,954    161,507
Old  :   827,185:   127,735     87,687      8,455    576,041    569,536    712,231    665,678:   114,954    161,507
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       180:    -2,217      7,297        690      3,176     -3,334      1,649      4,653:    -1,469     -4,473
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.4       10.6        1.0       69.6       68.9       86.1       80.5:      13.9       19.5
Old  :     100.0:      15.4       10.6        1.0       69.6       68.9       86.1       80.5:      13.9       19.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       106:        12         15         10         59         62         78         80:
Old  :       106:        12         15         10         59         62         78         80:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       24.1       42.7       37.0       27.0       22.0       37.9       31.4
Old  :                 28.0       24.1       42.7       37.0       27.0       22.0       37.9       31.4
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, October 15, 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  : 4,338,519:   609,647    822,012     77,335  3,306,858  3,159,055  3,993,840  4,058,402:   344,679    280,117
Old  : 4,338,519:   609,647    822,012     77,335  3,306,858  3,159,055  3,993,840  4,058,402:   344,679    280,117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    56,117:   -18,506     40,884     25,549     35,409     14,781     42,452     81,214:    13,665    -25,097
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.9        1.8       76.2       72.8       92.1       93.5:       7.9        6.5
Old  :     100.0:      14.1       18.9        1.8       76.2       72.8       92.1       93.5:       7.9        6.5
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  :       330:        56         54         42        153        158        224        239:
Old  :       330:        56         54         42        153        158        224        239:
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       25.0       48.5       36.5       22.8       19.4       35.9       28.2
Old  :                 34.1       25.0       48.5       36.5       22.8       19.4       35.9       28.2
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 15, 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  : 2,180,547:   509,111    315,216    453,894  1,175,958  1,365,403  2,138,963  2,134,513:    41,584     46,034
Old  : 2,180,547:   509,111    315,216    453,894  1,175,958  1,365,403  2,138,963  2,134,513:    41,584     46,034
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :   201,856:    72,134     15,267     80,208     49,591    104,300    201,933    199,775:       -77      2,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.3       14.5       20.8       53.9       62.6       98.1       97.9:       1.9        2.1
Old  :     100.0:      23.3       14.5       20.8       53.9       62.6       98.1       97.9:       1.9        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  :       167:        39         41         54         71         76        141        141:
Old  :       167:        39         41         54         71         76        141        141:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.9       23.8       47.3       39.2       22.4       14.4       30.1       21.6
Old  :                 30.9       23.8       47.3       39.2       22.4       14.4       30.1       21.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders - Futures Only, October 15, 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  :    52,347:    23,204      3,946      1,064     20,179     39,353     44,447     44,363:     7,901      7,985
Old  :    52,347:    23,204      3,946      1,064     20,179     39,353     44,447     44,363:     7,901      7,985
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     3,269:     1,428      1,082        139      1,589      1,702      3,156      2,923:       114        347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3        7.5        2.0       38.5       75.2       84.9       84.7:      15.1       15.3
Old  :     100.0:      44.3        7.5        2.0       38.5       75.2       84.9       84.7:      15.1       15.3
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  :        97:        32         15          5         28         32         61         51:
Old  :        97:        32         15          5         28         32         61         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  :                 39.3       42.8       52.8       58.1       39.3       41.8       52.1       57.1
Old  :                 39.3       42.8       52.8       58.1       39.3       41.8       52.1       57.1
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 15, 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  :   104,694:    46,407      7,891      2,128     40,358     78,706     88,893     88,725:    15,801     15,969
Old  :   104,694:    46,407      7,891      2,128     40,358     78,706     88,893     88,725:    15,801     15,969
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     6,538:     2,855      2,163        278      3,178      3,404      6,311      5,845:       227        693
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.3        7.5        2.0       38.5       75.2       84.9       84.7:      15.1       15.3
Old  :     100.0:      44.3        7.5        2.0       38.5       75.2       84.9       84.7:      15.1       15.3
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  :        97:        32         15          5         28         32         61         51:
Old  :        97:        32         15          5         28         32         61         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  :                 39.3       42.8       52.8       58.1       39.3       41.8       52.1       57.1
Old  :                 39.3       42.8       52.8       58.1       39.3       41.8       52.1       57.1
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 15, 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  :    41,395:     3,311        448          0     35,509     39,018     38,820     39,466:     2,575      1,929
Old  :    41,395:     3,311        448          0     35,509     39,018     38,820     39,466:     2,575      1,929
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    -1,352:      -385          0          0     -1,373     -1,119     -1,758     -1,119:       406       -233
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        1.1        0.0       85.8       94.3       93.8       95.3:       6.2        4.7
Old  :     100.0:       8.0        1.1        0.0       85.8       94.3       93.8       95.3:       6.2        4.7
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  :        26:         3          1          0         12         12         15         13:
Old  :        26:         3          1          0         12         12         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 69.4       71.9       86.5       90.9       69.4       71.9       86.1       90.9
Old  :                 69.4       71.9       86.5       90.9       69.4       71.9       86.1       90.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, October 15, 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  :    19,699:    13,720     17,832        687      5,071      1,140     19,478     19,659:       221         40
Old  :    19,699:    13,720     17,832        687      5,071      1,140     19,478     19,659:       221         40
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :      -275:      -293        541        -40         30       -806       -303       -305:        28         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      69.6       90.5        3.5       25.7        5.8       98.9       99.8:       1.1        0.2
Old  :     100.0:      69.6       90.5        3.5       25.7        5.8       98.9       99.8:       1.1        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  :        37:        20         13          4          4          2         27         16:
Old  :        37:        20         13          4          4          2         27         16:
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  :                 72.5       74.1       87.1       87.5       68.0       72.9       80.8       84.6
Old  :                 72.5       74.1       87.1       87.5       68.0       72.9       80.8       84.6
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 15, 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  :    67,420:    46,123      6,393     20,117      1,075     38,099     67,315     64,609:       105      2,811
Old  :    67,420:    46,123      6,393     20,117      1,075     38,099     67,315     64,609:       105      2,811
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :     3,525:     6,103         52      1,364     -3,960      2,149      3,507      3,565:        18        -40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.4        9.5       29.8        1.6       56.5       99.8       95.8:       0.2        4.2
Old  :     100.0:      68.4        9.5       29.8        1.6       56.5       99.8       95.8:       0.2        4.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         5          8          3          3         15         10         24:
Old  :        31:         5          8          3          3         15         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  :                 98.0       76.8       99.8       86.6       68.3       50.4       70.0       58.6
Old  :                 98.0       76.8       99.8       86.6       68.3       50.4       70.0       58.6
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 15, 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  :    34,966:    19,606      3,171     12,449      2,893     17,363     34,948     32,983:        18      1,983
Old  :    34,966:    19,606      3,171     12,449      2,893     17,363     34,948     32,983:        18      1,983
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :    10,665:     7,919        -48      2,757          0      8,081     10,676     10,790:       -11       -125
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.1        9.1       35.6        8.3       49.7       99.9       94.3:       0.1        5.7
Old  :     100.0:      56.1        9.1       35.6        8.3       49.7       99.9       94.3:       0.1        5.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          6          1          2          9          8         16:
Old  :        23:         6          6          1          2          9          8         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.2       84.0       99.9       92.3       60.6       52.2       64.3       57.3
Old  :                 96.2       84.0       99.9       92.3       60.6       52.2       64.3       57.3
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, October 15, 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  :    50,822:    22,266     22,210     28,556          0          0     50,822     50,766:         0         56
Old  :    50,822:    22,266     22,210     28,556          0          0     50,822     50,766:         0         56
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 8, 2019                      :
     :       -95:      -560       -595        465          0          0        -95       -130:         0         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       43.7       56.2        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      43.8       43.7       56.2        0.0        0.0      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         6         14          5          0          0          9         17:
Old  :        21:         6         14          5          0          0          9         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  :                 84.6       81.7       99.9       96.6       38.5       34.9       43.8       42.6
Old  :                 84.6       81.7       99.9       96.6       38.5       34.9       43.8       42.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 24, 2019