WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, October 22, 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  :   411,525:   111,793     89,962    142,654    127,362    137,488    381,809    370,104:    29,716     41,421
Old  :   337,358:   114,076     89,774    102,242     97,793    113,246    314,111    305,262:    23,247     32,096
Other:    74,167:    27,316     29,787     10,813     29,569     24,242     67,698     64,842:     6,469      9,325
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     8,552:    12,279    -10,057      1,211     -7,965     14,584      5,525      5,738:     3,027      2,814
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.2       21.9       34.7       30.9       33.4       92.8       89.9:       7.2       10.1
Old  :     100.0:      33.8       26.6       30.3       29.0       33.6       93.1       90.5:       6.9        9.5
Other:     100.0:      36.8       40.2       14.6       39.9       32.7       91.3       87.4:       8.7       12.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       366:       109        114        128         83        107        272        285:
Old  :       356:       110        110        113         76        100        253        266:
Other:       170:        47         36         31         42         66        106        120:
     :----------------------------------------------------------------------------------------------------
     :             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       11.7       20.3       19.9        7.8        8.0       12.8       12.7
Old  :                 11.5       13.9       19.8       22.2        7.6        9.1       13.1       15.0
Other:                 27.2       24.9       44.1       35.4       27.0       21.9       42.7       31.9
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, October 22, 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  :    11,960:     7,757      1,681        634      3,120      9,299     11,511     11,614:       449        346
Old  :    11,960:     7,757      1,681        634      3,120      9,299     11,511     11,614:       449        346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       536:        87        -39        -66        634        740        655        635:      -119        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      64.9       14.1        5.3       26.1       77.8       96.2       97.1:       3.8        2.9
Old  :     100.0:      64.9       14.1        5.3       26.1       77.8       96.2       97.1:       3.8        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         5          4          3          9         13         15         19:
Old  :        23:         5          4          3          9         13         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.6       56.0       93.0       76.0       64.8       45.8       74.6       63.2
Old  :                 76.6       56.0       93.0       76.0       64.8       45.8       74.6       63.2
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 22, 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  :   298,578:    82,707     86,791     79,369    109,846    113,726    271,922    279,886:    26,656     18,692
Old  :   252,347:    83,539     86,744     60,018     87,186     90,303    230,743    237,065:    21,604     15,282
Other:    46,231:    13,986     14,865      4,533     22,660     23,423     41,179     42,821:     5,052      3,410
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :   -20,859:    -6,104     -3,125     -5,209     -8,718    -12,897    -20,031    -21,231:      -828        372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7       29.1       26.6       36.8       38.1       91.1       93.7:       8.9        6.3
Old  :     100.0:      33.1       34.4       23.8       34.6       35.8       91.4       93.9:       8.6        6.1
Other:     100.0:      30.3       32.2        9.8       49.0       50.7       89.1       92.6:      10.9        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       281:        93         61         76         94         83        225        188:
Old  :       276:        93         62         58         88         78        207        173:
Other:       141:        36         27         23         45         44         95         81:
     :----------------------------------------------------------------------------------------------------
     :             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       18.1       18.8       28.7        8.7       14.5       15.3       22.4
Old  :                 12.2       17.6       21.0       28.8        9.3       13.1       16.5       22.4
Other:                 21.4       45.9       36.0       62.9       21.4       43.9       34.9       58.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, October 22, 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  : 1,608,763:   312,403    323,782    308,161    723,726    790,334  1,344,290  1,422,277:   264,473    186,486
Old  : 1,458,311:   296,182    342,959    261,738    647,947    705,129  1,205,867  1,309,826:   252,444    148,485
Other:   150,452:    59,949     24,551      2,695     75,779     85,205    138,423    112,451:    12,029     38,001
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    38,000:      -153      6,979      9,276     26,250     17,048     35,373     33,303:     2,627      4,697
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       20.1       19.2       45.0       49.1       83.6       88.4:      16.4       11.6
Old  :     100.0:      20.3       23.5       17.9       44.4       48.4       82.7       89.8:      17.3       10.2
Other:     100.0:      39.8       16.3        1.8       50.4       56.6       92.0       74.7:       8.0       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       816:       156        160        171        367        343        638        580:
Old  :       811:       159        161        151        361        329        621        553:
Other:       404:        53         54         22         84        234        149        301:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.0       10.5       14.2       18.0        6.3        6.7       11.1       12.0
Old  :                  7.8       10.0       14.0       18.1        6.5        6.9       11.4       11.8
Other:                 26.1       25.0       41.6       33.9       25.8       25.0       41.2       33.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, October 22, 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  :     6,206:     2,766        167         92      1,496      4,713      4,354      4,972:     1,852      1,234
Old  :     6,185:     2,766        168         91      1,491      4,713      4,348      4,972:     1,837      1,213
Other:        21:         1          0          0          5          0          6          0:        15         21
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       292:       118         12         63         38        -77        219         -2:        73        294
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.6        2.7        1.5       24.1       75.9       70.2       80.1:      29.8       19.9
Old  :     100.0:      44.7        2.7        1.5       24.1       76.2       70.3       80.4:      29.7       19.6
Other:     100.0:       4.8        0.0        0.0       23.8        0.0       28.6        0.0:      71.4      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        13          3          1          7          7         21         10:
Old  :        25:        13          3          1          7          7         21         10:
Other:         3:         1          0          0          2          0          3          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  :                 32.0       62.0       46.5       78.9       28.2       48.8       41.2       60.2
Old  :                 32.1       62.2       46.6       79.1       28.3       49.0       41.4       60.5
Other:                 28.6        0.0       28.6        0.0       28.6        0.0       28.6        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, October 22, 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  :   795,241:   180,508     89,052    170,834    380,019    469,469    731,361    729,355:    63,880     65,886
Old  :   747,100:   173,994     90,031    153,641    359,909    445,971    687,544    689,643:    59,556     57,457
Other:    48,141:    17,782     10,289      5,925     20,110     23,498     43,817     39,712:     4,324      8,429
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    43,096:     4,744     -9,364     20,629     18,143     32,812     43,516     44,077:      -420       -981
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       11.2       21.5       47.8       59.0       92.0       91.7:       8.0        8.3
Old  :     100.0:      23.3       12.1       20.6       48.2       59.7       92.0       92.3:       8.0        7.7
Other:     100.0:      36.9       21.4       12.3       41.8       48.8       91.0       82.5:       9.0       17.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       181        103        187        191        231        464        462:
Old  :       582:       184        104        172        187        226        452        442:
Other:       266:        47         54         30         44        134        111        203:
     :----------------------------------------------------------------------------------------------------
     :             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       14.5       18.5       23.6        8.7       11.4       14.6       18.2
Old  :                 11.7       14.7       19.1       24.2        9.2       11.5       15.5       18.6
Other:                 23.5       25.3       40.0       35.0       23.3       25.0       39.1       33.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, October 22, 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  :   502,768:   124,475     39,587    121,155    218,692    315,284    464,322    476,026:    38,446     26,742
Old  :   488,411:   124,306     40,738    115,127    212,467    306,870    451,900    462,735:    36,511     25,676
Other:    14,357:     3,873      2,553      2,324      6,225      8,414     12,422     13,291:     1,935      1,066
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    10,146:    14,730     -6,008     -2,979     -4,431     18,535      7,320      9,548:     2,826        598
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        7.9       24.1       43.5       62.7       92.4       94.7:       7.6        5.3
Old  :     100.0:      25.5        8.3       23.6       43.5       62.8       92.5       94.7:       7.5        5.3
Other:     100.0:      27.0       17.8       16.2       43.4       58.6       86.5       92.6:      13.5        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       108         70        129         91         82        289        232:
Old  :       339:       111         74        127         91         81        289        229:
Other:        64:        13         13         13         24         16         46         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  :                 12.8       29.0       20.1       38.6       11.7       27.7       16.8       35.9
Old  :                 13.2       29.1       20.6       38.9       12.1       27.9       17.4       36.2
Other:                 30.3       31.8       52.2       51.9       26.9       30.0       42.4       47.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, October 22, 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  : 1,001,981:   141,511    187,780     24,041    668,104    659,385    833,656    871,206:   168,325    130,775
Old  : 1,001,981:   141,511    187,780     24,041    668,104    659,385    833,656    871,206:   168,325    130,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    27,644:     8,387     -1,958      9,156     10,022     19,783     27,565     26,981:        79        663
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       18.7        2.4       66.7       65.8       83.2       86.9:      16.8       13.1
Old  :     100.0:      14.1       18.7        2.4       66.7       65.8       83.2       86.9:      16.8       13.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        42         27         28         81         81        132        127:
Old  :       183:        42         27         28         81         81        132        127:
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  :                 24.3       29.8       34.0       42.0       19.1       27.4       27.9       36.6
Old  :                 24.3       29.8       34.0       42.0       19.1       27.4       27.9       36.6
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 22, 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  : 1,155,307:   117,300    392,058      7,744    846,484    671,595    971,528  1,071,397:   183,779     83,910
Old  : 1,155,307:   117,300    392,058      7,744    846,484    671,595    971,528  1,071,397:   183,779     83,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     5,603:     4,201     -1,949     -1,581      2,780     15,022      5,400     11,492:       203     -5,889
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.2       33.9        0.7       73.3       58.1       84.1       92.7:      15.9        7.3
Old  :     100.0:      10.2       33.9        0.7       73.3       58.1       84.1       92.7:      15.9        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  :       136:        23         16         13         77         69        105         93:
Old  :       136:        23         16         13         77         69        105         93:
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       34.7       38.7       53.2       23.2       33.7       33.4       49.6
Old  :                 26.8       34.7       38.7       53.2       23.2       33.7       33.4       49.6
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 22, 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  :   420,856:    78,677     75,861     96,921    199,053    218,063    374,651    390,845:    46,205     30,011
Old  :   405,227:    79,392     76,783     88,899    192,410    211,103    360,701    376,785:    44,526     28,442
Other:    15,629:     3,347      3,140      3,960      6,643      6,960     13,950     14,060:     1,679      1,569
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    -2,599:       306     -2,102     -4,418        844      3,423     -3,268     -3,097:       669        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       18.0       23.0       47.3       51.8       89.0       92.9:      11.0        7.1
Old  :     100.0:      19.6       18.9       21.9       47.5       52.1       89.0       93.0:      11.0        7.0
Other:     100.0:      21.4       20.1       25.3       42.5       44.5       89.3       90.0:      10.7       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:        81         65         89        106         82        235        202:
Old  :       287:        84         68         88        106         81        235        200:
Other:        73:        16         12         13         33         15         57         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  :                 11.5       22.4       18.5       32.4       10.8       20.6       16.1       27.6
Old  :                 11.8       22.9       18.6       32.9       11.0       21.5       16.4       28.0
Other:                 27.4       37.1       43.2       55.3       18.3       30.2       31.5       46.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, October 22, 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  :     9,480:     2,494      1,732         74      5,059      6,578      7,627      8,384:     1,853      1,096
Old  :     9,480:     2,494      1,732         74      5,059      6,578      7,627      8,384:     1,853      1,096
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :        50:       185         16         -4        -51         83        130         95:       -80        -45
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       18.3        0.8       53.4       69.4       80.5       88.4:      19.5       11.6
Old  :     100.0:      26.3       18.3        0.8       53.4       69.4       80.5       88.4:      19.5       11.6
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  :        48:        17          8          5         14         14         34         25:
Old  :        48:        17          8          5         14         14         34         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  :                 44.9       51.3       54.9       69.8       44.9       49.8       54.9       68.3
Old  :                 44.9       51.3       54.9       69.8       44.9       49.8       54.9       68.3
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 22, 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  : 3,960,695:   971,835  1,196,022    134,612  2,656,643  2,524,021  3,763,090  3,854,655:   197,605    106,040
Old  : 3,960,695:   971,835  1,196,022    134,612  2,656,643  2,524,021  3,763,090  3,854,655:   197,605    106,040
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    65,863:       504    -11,754     16,123     50,271     58,456     66,898     62,825:    -1,035      3,038
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       30.2        3.4       67.1       63.7       95.0       97.3:       5.0        2.7
Old  :     100.0:      24.5       30.2        3.4       67.1       63.7       95.0       97.3:       5.0        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       378:        93         39         37        191        139        303        196:
Old  :       378:        93         39         37        191        139        303        196:
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  :                 20.9       35.6       35.0       51.4       20.6       33.1       34.4       48.8
Old  :                 20.9       35.6       35.0       51.4       20.6       33.1       34.4       48.8
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 22, 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  : 3,668,096:   664,318    748,671    180,415  2,408,099  2,345,087  3,252,832  3,274,173:   415,264    393,923
Old  : 3,668,096:   664,318    748,671    180,415  2,408,099  2,345,087  3,252,832  3,274,173:   415,264    393,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    57,232:     2,979    -12,360     22,378     56,124     33,101     81,481     43,119:   -24,249     14,113
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       20.4        4.9       65.6       63.9       88.7       89.3:      11.3       10.7
Old  :     100.0:      18.1       20.4        4.9       65.6       63.9       88.7       89.3:      11.3       10.7
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  :       397:        77         67         51        188        172        288        267:
Old  :       397:        77         67         51        188        172        288        267:
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  :                 20.4       19.8       28.2       31.7       12.6       16.6       19.5       24.2
Old  :                 20.4       19.8       28.2       31.7       12.6       16.6       19.5       24.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE                                                     Code-043607
Commitments of Traders - Futures Only, October 22, 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  :   832,832:   135,942     92,572      7,588    576,976    569,556    720,506    669,716:   112,326    163,116
Old  :   832,832:   135,942     92,572      7,588    576,976    569,556    720,506    669,716:   112,326    163,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     5,647:     8,207      4,885       -867        935         20      8,275      4,038:    -2,628      1,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.1        0.9       69.3       68.4       86.5       80.4:      13.5       19.6
Old  :     100.0:      16.3       11.1        0.9       69.3       68.4       86.5       80.4:      13.5       19.6
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  :       106:        13         16         10         59         61         79         80:
Old  :       106:        13         16         10         59         61         79         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  :                 28.1       23.4       42.9       36.9       27.1       21.9       38.2       30.8
Old  :                 28.1       23.4       42.9       36.9       27.1       21.9       38.2       30.8
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 22, 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  : 4,341,320:   596,082    814,828     89,414  3,304,172  3,155,263  3,989,668  4,059,505:   351,652    281,815
Old  : 4,341,320:   596,082    814,828     89,414  3,304,172  3,155,263  3,989,668  4,059,505:   351,652    281,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     2,801:   -13,565     -7,184     12,079     -2,686     -3,792     -4,172      1,103:     6,973      1,698
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       18.8        2.1       76.1       72.7       91.9       93.5:       8.1        6.5
Old  :     100.0:      13.7       18.8        2.1       76.1       72.7       91.9       93.5:       8.1        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  :       331:        57         55         44        145        162        220        243:
Old  :       331:        57         55         44        145        162        220        243:
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  :                 34.0       25.2       48.3       37.2       22.5       19.5       35.4       28.6
Old  :                 34.0       25.2       48.3       37.2       22.5       19.5       35.4       28.6
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 22, 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  : 2,269,477:   556,818    336,679    434,895  1,242,074  1,457,415  2,233,787  2,228,989:    35,690     40,488
Old  : 2,269,477:   556,818    336,679    434,895  1,242,074  1,457,415  2,233,787  2,228,989:    35,690     40,488
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    88,930:    47,707     21,463    -18,999     66,116     92,012     94,824     94,476:    -5,894     -5,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.5       14.8       19.2       54.7       64.2       98.4       98.2:       1.6        1.8
Old  :     100.0:      24.5       14.8       19.2       54.7       64.2       98.4       98.2:       1.6        1.8
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  :       174:        43         39         56         73         82        146        147:
Old  :       174:        43         39         56         73         82        146        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.3       23.6       49.1       39.1       24.3       14.8       31.8       21.8
Old  :                 33.3       23.6       49.1       39.1       24.3       14.8       31.8       21.8
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 22, 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  :    53,193:    24,140      4,235      1,081     20,220     40,584     45,440     45,899:     7,754      7,294
Old  :    53,193:    24,140      4,235      1,081     20,220     40,584     45,440     45,899:     7,754      7,294
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       846:       936        290         17         41      1,231        993      1,537:      -147       -691
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        8.0        2.0       38.0       76.3       85.4       86.3:      14.6       13.7
Old  :     100.0:      45.4        8.0        2.0       38.0       76.3       85.4       86.3:      14.6       13.7
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  :        97:        31         17          6         26         35         59         56:
Old  :        97:        31         17          6         26         35         59         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       43.4       51.9       58.4       36.5       42.3       49.9       57.3
Old  :                 36.8       43.4       51.9       58.4       36.5       42.3       49.9       57.3
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 22, 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  :   106,386:    48,279      8,470      2,161     40,439     81,167     90,879     91,798:    15,507     14,588
Old  :   106,386:    48,279      8,470      2,161     40,439     81,167     90,879     91,798:    15,507     14,588
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     1,692:     1,872        579         33         81      2,461      1,986      3,073:      -294     -1,381
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4        8.0        2.0       38.0       76.3       85.4       86.3:      14.6       13.7
Old  :     100.0:      45.4        8.0        2.0       38.0       76.3       85.4       86.3:      14.6       13.7
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  :        97:        31         17          6         26         35         59         56:
Old  :        97:        31         17          6         26         35         59         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.8       43.4       51.9       58.4       36.5       42.3       49.9       57.3
Old  :                 36.8       43.4       51.9       58.4       36.5       42.3       49.9       57.3
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 22, 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  :    40,281:     2,848        660        145     35,105     37,893     38,098     38,698:     2,183      1,583
Old  :    40,281:     2,848        660        145     35,105     37,893     38,098     38,698:     2,183      1,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    -1,114:      -463        212        145       -404     -1,125       -722       -768:      -392       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        1.6        0.4       87.2       94.1       94.6       96.1:       5.4        3.9
Old  :     100.0:       7.1        1.6        0.4       87.2       94.1       94.6       96.1:       5.4        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  :        28:         3          2          1         14         11         17         14:
Old  :        28:         3          2          1         14         11         17         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  :                 69.1       73.1       84.4       92.4       68.6       73.1       83.5       92.4
Old  :                 69.1       73.1       84.4       92.4       68.6       73.1       83.5       92.4
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 22, 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  :    20,628:    14,597     18,768        688      5,123      1,140     20,408     20,596:       220         32
Old  :    20,628:    14,597     18,768        688      5,123      1,140     20,408     20,596:       220         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       929:       877        936          1         52          0        930        937:        -1         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.8       91.0        3.3       24.8        5.5       98.9       99.8:       1.1        0.2
Old  :     100.0:      70.8       91.0        3.3       24.8        5.5       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  :        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       72.9       88.8       85.8       66.0       71.7       81.2       83.0
Old  :                 70.3       72.9       88.8       85.8       66.0       71.7       81.2       83.0
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 22, 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  :    73,017:    45,596      6,503     24,588      2,740     39,844     72,924     70,935:        93      2,082
Old  :    73,017:    45,596      6,503     24,588      2,740     39,844     72,924     70,935:        93      2,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     5,597:      -527        110      4,471      1,665      1,745      5,609      6,326:       -12       -729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.4        8.9       33.7        3.8       54.6       99.9       97.1:       0.1        2.9
Old  :     100.0:      62.4        8.9       33.7        3.8       54.6       99.9       97.1:       0.1        2.9
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  :        32:         6          7          3          4         15         12         23:
Old  :        32:         6          7          3          4         15         12         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.7       80.8       99.6       89.5       63.2       50.7       66.1       57.3
Old  :                 96.7       80.8       99.6       89.5       63.2       50.7       66.1       57.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders - Futures Only, October 22, 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  :    40,319:    23,110      2,908     14,441      2,743     20,929     40,294     38,278:        25      2,041
Old  :    40,319:    23,110      2,908     14,441      2,743     20,929     40,294     38,278:        25      2,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     5,353:     3,504       -263      1,992       -150      3,566      5,346      5,295:         7         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.3        7.2       35.8        6.8       51.9       99.9       94.9:       0.1        5.1
Old  :     100.0:      57.3        7.2       35.8        6.8       51.9       99.9       94.9:       0.1        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  :        22:         6          5          2          2          9          9         15:
Old  :        22:         6          5          2          2          9          9         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  :                 95.8       86.9       99.9       93.7       60.0       54.3       64.1       58.3
Old  :                 95.8       86.9       99.9       93.7       60.0       54.3       64.1       58.3
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 22, 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  :    51,075:    22,133     22,038     28,942          0          0     51,075     50,980:         0         95
Old  :    51,075:    22,133     22,038     28,942          0          0     51,075     50,980:         0         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       253:      -133       -172        386          0          0        253        214:         0         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3       43.1       56.7        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      43.3       43.1       56.7        0.0        0.0      100.0       99.8:       0.0        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  :        21:         7         13          5          0          0         10         16:
Old  :        21:         7         13          5          0          0         10         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  :                 84.6       82.5       99.9       97.2       38.0       36.0       43.3       42.3
Old  :                 84.6       82.5       99.9       97.2       38.0       36.0       43.3       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 25, 2019