WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 05, 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  :   411,973:    98,745     87,627    144,013    140,622    139,560    383,380    371,200:    28,593     40,773
Old  :   334,725:   100,420     88,313    101,482    110,705    113,538    312,607    303,333:    22,118     31,392
Other:    77,248:    29,101     30,090     11,755     29,917     26,022     70,773     67,867:     6,475      9,381
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :     4,328:    -2,326      3,413      1,607      5,041       -260      4,322      4,760:         6       -432
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       21.3       35.0       34.1       33.9       93.1       90.1:       6.9        9.9
Old  :     100.0:      30.0       26.4       30.3       33.1       33.9       93.4       90.6:       6.6        9.4
Other:     100.0:      37.7       39.0       15.2       38.7       33.7       91.6       87.9:       8.4       12.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       371:       104        121        140         90        107        282        295:
Old  :       358:       104        114        128         84         98        267        271:
Other:       183:        49         44         33         46         65        113        127:
     :----------------------------------------------------------------------------------------------------
     :             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       11.3       20.9       18.8        8.7        8.4       13.7       12.7
Old  :                 11.4       13.4       19.6       21.3        7.5       10.0       13.4       14.8
Other:                 27.6       23.3       41.9       34.6       27.5       20.3       39.6       30.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, November 05, 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  :    13,351:     6,267      1,700        100      6,699     11,341     13,066     13,141:       285        210
Old  :    13,151:     6,067      1,700        100      6,699     11,141     12,866     12,941:       285        210
Other:       200:       200          0          0          0        200        200        200:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :     1,153:    -1,117       -116       -234      2,375      1,593      1,024      1,243:       129        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.9       12.7        0.7       50.2       84.9       97.9       98.4:       2.1        1.6
Old  :     100.0:      46.1       12.9        0.8       50.9       84.7       97.8       98.4:       2.2        1.6
Other:     100.0:     100.0        0.0        0.0        0.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          3          1          9         16         13         20:
Old  :        25:         4          3          1          9         16         13         20:
Other:         3:         1          0          0          0          2          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 80.0       44.3       93.6       78.7       68.3       42.0       81.0       70.3
Old  :                 81.2       45.0       93.7       79.9       69.3       42.6       81.2       70.7
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, November 05, 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  :   314,020:    79,872     93,859     86,989    118,810    114,241    285,671    295,089:    28,349     18,931
Old  :   264,218:    80,995     94,321     66,199     94,361     88,299    241,555    248,819:    22,663     15,399
Other:    49,802:    15,018     15,679      4,649     24,449     25,942     44,116     46,270:     5,686      3,532
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :       463:    -1,186      3,978     -3,310      4,889       -321        393        347:        70        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.4       29.9       27.7       37.8       36.4       91.0       94.0:       9.0        6.0
Old  :     100.0:      30.7       35.7       25.1       35.7       33.4       91.4       94.2:       8.6        5.8
Other:     100.0:      30.2       31.5        9.3       49.1       52.1       88.6       92.9:      11.4        7.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        91         57         80         91         81        220        190:
Old  :       273:        91         57         64         86         74        204        174:
Other:       144:        39         27         21         44         46         96         82:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       16.0       18.0       25.9        8.5       13.0       15.1       20.5
Old  :                 11.1       15.0       19.2       25.6        8.7       11.8       15.9       20.4
Other:                 21.1       44.2       34.5       62.3       21.1       43.4       34.1       58.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 05, 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  : 1,609,336:   300,831    326,818    302,652    740,234    794,251  1,343,717  1,423,721:   265,619    185,615
Old  : 1,454,394:   286,808    343,780    254,572    660,116    708,613  1,201,496  1,306,965:   252,898    147,429
Other:   154,942:    59,671     28,686      2,432     80,118     85,638    142,221    116,756:    12,721     38,186
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    17,458:    -2,619     15,315     -5,274     24,614      8,233     16,721     18,274:       737       -816
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       20.3       18.8       46.0       49.4       83.5       88.5:      16.5       11.5
Old  :     100.0:      19.7       23.6       17.5       45.4       48.7       82.6       89.9:      17.4       10.1
Other:     100.0:      38.5       18.5        1.6       51.7       55.3       91.8       75.4:       8.2       24.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       804:       145        160        168        363        349        619        583:
Old  :       796:       150        160        149        356        335        600        557:
Other:       410:        52         57         20         85        239        149        307:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.5       10.7       15.0       18.0        6.3        6.2       11.1       10.8
Old  :                  7.9       11.0       14.5       18.4        6.8        6.7       11.5       11.3
Other:                 25.6       23.7       40.8       32.9       25.3       23.6       40.4       32.8
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 05, 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  :     6,636:     2,729        256        164      1,915      4,999      4,808      5,419:     1,828      1,217
Old  :     6,613:     2,729        256        164      1,908      4,999      4,801      5,419:     1,812      1,194
Other:        23:         0          0          0          7          0          7          0:        16         23
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :        56:       -55         -4         -6         86         74         25         64:        31         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        3.9        2.5       28.9       75.3       72.5       81.7:      27.5       18.3
Old  :     100.0:      41.3        3.9        2.5       28.9       75.6       72.6       81.9:      27.4       18.1
Other:     100.0:       0.0        0.0        0.0       30.4        0.0       30.4        0.0:      69.6      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:        11          4          2          9         10         21         15:
Old  :        27:        11          4          2          8         10         20         15:
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  :                 31.5       57.4       45.9       73.8       28.4       45.0       40.4       54.2
Old  :                 31.6       57.6       46.1       74.1       28.5       45.1       40.5       54.5
Other:                 30.4        0.0       30.4        0.0       30.4        0.0       30.4        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 05, 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  :   704,165:   178,316     86,383    137,774    329,221    415,848    645,311    640,005:    58,854     64,160
Old  :   647,964:   173,582     91,770    113,031    307,480    388,522    594,093    593,323:    53,871     54,641
Other:    56,201:    22,353     12,232      7,124     21,741     27,326     51,218     46,682:     4,983      9,519
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :   -10,399:    -4,432      6,318        166     -1,217    -16,517     -5,483    -10,033:    -4,916       -366
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.3       12.3       19.6       46.8       59.1       91.6       90.9:       8.4        9.1
Old  :     100.0:      26.8       14.2       17.4       47.5       60.0       91.7       91.6:       8.3        8.4
Other:     100.0:      39.8       21.8       12.7       38.7       48.6       91.1       83.1:       8.9       16.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       540:       152        101        154        160        220        392        419:
Old  :       533:       162        101        137        156        211        379        395:
Other:       268:        43         58         28         45        136        109        206:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       14.4       19.5       24.5       10.4       13.0       17.0       20.6
Old  :                 12.0       15.1       20.5       25.3       11.3       13.4       18.5       21.2
Other:                 20.6       24.9       37.2       37.3       19.6       23.5       35.8       32.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 05, 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  :   543,267:   145,770     51,051    132,366    228,003    334,460    506,139    517,877:    37,128     25,390
Old  :   523,818:   147,612     52,081    124,399    216,737    323,019    488,748    499,499:    35,070     24,319
Other:    19,449:     3,672      4,484      2,453     11,266     11,441     17,391     18,378:     2,058      1,071
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    23,889:    11,853      7,113      6,283      5,999     11,076     24,135     24,472:      -246       -583
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        9.4       24.4       42.0       61.6       93.2       95.3:       6.8        4.7
Old  :     100.0:      28.2        9.9       23.7       41.4       61.7       93.3       95.4:       6.7        4.6
Other:     100.0:      18.9       23.1       12.6       57.9       58.8       89.4       94.5:      10.6        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       353:       116         76        138         92         77        295        247:
Old  :       353:       119         82        136         91         76        294        244:
Other:        75:        16         15         13         30         17         54         40:
     :----------------------------------------------------------------------------------------------------
     :             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       27.9       19.6       37.5       10.7       26.8       15.8       34.8
Old  :                 12.6       28.0       20.3       37.9       11.1       27.0       16.6       35.0
Other:                 36.1       32.1       53.4       53.7       35.2       31.6       48.4       51.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 05, 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  :   995,426:   130,157    184,724     28,397    674,920    643,005    833,474    856,126:   161,952    139,300
Old  :   995,426:   130,157    184,724     28,397    674,920    643,005    833,474    856,126:   161,952    139,300
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :   -27,881:   -18,101     13,343     -2,220     -4,225    -51,764    -24,546    -40,641:    -3,335     12,760
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       18.6        2.9       67.8       64.6       83.7       86.0:      16.3       14.0
Old  :     100.0:      13.1       18.6        2.9       67.8       64.6       83.7       86.0:      16.3       14.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       175:        39         26         26         77         82        125        125:
Old  :       175:        39         26         26         77         82        125        125:
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  :                 24.8       31.2       34.3       42.4       19.3       28.3       27.9       36.9
Old  :                 24.8       31.2       34.3       42.4       19.3       28.3       27.9       36.9
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, November 05, 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  : 1,166,151:   121,207    421,035     12,311    869,875    639,065  1,003,393  1,072,411:   162,758     93,740
Old  : 1,166,151:   121,207    421,035     12,311    869,875    639,065  1,003,393  1,072,411:   162,758     93,740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    17,994:     6,983     23,605         -5     17,075     -9,645     24,053     13,955:    -6,059      4,039
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       36.1        1.1       74.6       54.8       86.0       92.0:      14.0        8.0
Old  :     100.0:      10.4       36.1        1.1       74.6       54.8       86.0       92.0:      14.0        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        19         17         15         82         69        110         92:
Old  :       132:        19         17         15         82         69        110         92:
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  :                 26.5       36.6       37.1       55.4       22.0       35.2       32.0       50.5
Old  :                 26.5       36.6       37.1       55.4       22.0       35.2       32.0       50.5
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, November 05, 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  :   442,022:    70,571     82,707    102,752    218,388    224,960    391,711    410,419:    50,311     31,603
Old  :   420,561:    71,003     83,552     93,909    207,389    213,259    372,301    390,720:    48,260     29,841
Other:    21,461:     3,343      2,930      5,068     10,999     11,701     19,410     19,699:     2,051      1,762
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    16,708:    -4,915      3,125      9,184     12,871      3,671     17,140     15,980:      -432        728
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       18.7       23.2       49.4       50.9       88.6       92.9:      11.4        7.1
Old  :     100.0:      16.9       19.9       22.3       49.3       50.7       88.5       92.9:      11.5        7.1
Other:     100.0:      15.6       13.7       23.6       51.3       54.5       90.4       91.8:       9.6        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        73         73         93        114         82        245        207:
Old  :       293:        73         79         92        114         81        245        205:
Other:        82:        20         15         15         35         16         64         40:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       22.3       18.4       31.4        9.8       20.8       15.5       26.6
Old  :                 11.7       23.2       18.9       31.7       10.0       21.9       15.7       27.6
Other:                 36.0       42.7       50.4       59.7       26.4       30.8       38.4       43.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 05, 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  :     8,842:     1,730      1,748         85      5,395      5,794      7,210      7,627:     1,632      1,215
Old  :     8,842:     1,730      1,748         85      5,395      5,794      7,210      7,627:     1,632      1,215
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :      -690:       225       -292         12       -736       -250       -499       -530:      -191       -160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       19.8        1.0       61.0       65.5       81.5       86.3:      18.5       13.7
Old  :     100.0:      19.6       19.8        1.0       61.0       65.5       81.5       86.3:      18.5       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  :        47:        14          7          3         17         13         32         22:
Old  :        47:        14          7          3         17         13         32         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.4       50.6       60.5       70.9       51.4       50.6       60.3       70.9
Old  :                 51.4       50.6       60.5       70.9       51.4       50.6       60.3       70.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, November 05, 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  : 4,067,371:   961,644  1,110,085    213,296  2,686,723  2,633,917  3,861,663  3,957,298:   205,708    110,073
Old  : 4,067,371:   961,644  1,110,085    213,296  2,686,723  2,633,917  3,861,663  3,957,298:   205,708    110,073
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :   124,213:     4,281    -29,979     37,163     72,068    119,512    113,512    126,696:    10,701     -2,483
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.6       27.3        5.2       66.1       64.8       94.9       97.3:       5.1        2.7
Old  :     100.0:      23.6       27.3        5.2       66.1       64.8       94.9       97.3:       5.1        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  :       370:        88         45         43        191        130        306        192:
Old  :       370:        88         45         43        191        130        306        192:
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  :                 20.3       33.2       33.0       50.7       19.8       29.8       31.2       47.1
Old  :                 20.3       33.2       33.0       50.7       19.8       29.8       31.2       47.1
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, November 05, 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  : 3,908,469:   653,270    884,726    225,376  2,630,080  2,389,959  3,508,726  3,500,061:   399,743    408,408
Old  : 3,908,469:   653,270    884,726    225,376  2,630,080  2,389,959  3,508,726  3,500,061:   399,743    408,408
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    50,609:   -62,945     52,445     23,693     96,993    -17,900     57,741     58,238:    -7,132     -7,629
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.7       22.6        5.8       67.3       61.1       89.8       89.6:      10.2       10.4
Old  :     100.0:      16.7       22.6        5.8       67.3       61.1       89.8       89.6:      10.2       10.4
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  :       403:        74         80         59        184        177        288        286:
Old  :       403:        74         80         59        184        177        288        286:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.9       19.3       29.6       31.5       14.5       16.8       20.8       25.1
Old  :                 21.9       19.3       29.6       31.5       14.5       16.8       20.8       25.1
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, November 05, 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  :   830,856:   134,183     92,336      6,691    582,242    574,758    723,116    673,785:   107,740    157,071
Old  :   830,856:   134,183     92,336      6,691    582,242    574,758    723,116    673,785:   107,740    157,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    -5,390:    -2,181        553     -1,428     -1,262     -3,820     -4,871     -4,695:      -519       -695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       11.1        0.8       70.1       69.2       87.0       81.1:      13.0       18.9
Old  :     100.0:      16.1       11.1        0.8       70.1       69.2       87.0       81.1:      13.0       18.9
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  :       110:        13         16          7         62         66         79         85:
Old  :       110:        13         16          7         62         66         79         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       23.4       43.2       36.2       27.1       21.7       37.8       30.6
Old  :                 29.9       23.4       43.2       36.2       27.1       21.7       37.8       30.6
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, November 05, 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  : 4,709,756:   601,572    909,816    190,046  3,624,841  3,293,312  4,416,459  4,393,174:   293,297    316,582
Old  : 4,709,756:   601,572    909,816    190,046  3,624,841  3,293,312  4,416,459  4,393,174:   293,297    316,582
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :   205,293:   -84,517     94,417     70,168    239,887     24,459    225,538    189,044:   -20,245     16,249
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.8       19.3        4.0       77.0       69.9       93.8       93.3:       6.2        6.7
Old  :     100.0:      12.8       19.3        4.0       77.0       69.9       93.8       93.3:       6.2        6.7
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  :       327:        60         50         50        152        161        234        239:
Old  :       327:        60         50         50        152        161        234        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  :                 33.5       24.7       47.7       36.6       23.1       19.6       36.0       28.6
Old  :                 33.5       24.7       47.7       36.6       23.1       19.6       36.0       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, November 05, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,870,010:   419,385    260,749    367,511  1,035,972  1,198,384  1,822,868  1,826,644:    47,142     43,366
Old  : 1,870,010:   419,385    260,749    367,511  1,035,972  1,198,384  1,822,868  1,826,644:    47,142     43,366
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :  -404,872:  -114,603    -82,190    -71,690   -225,272   -246,711   -411,565   -400,591:     6,693     -4,281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       13.9       19.7       55.4       64.1       97.5       97.7:       2.5        2.3
Old  :     100.0:      22.4       13.9       19.7       55.4       64.1       97.5       97.7:       2.5        2.3
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  :       159:        45         32         53         74         73        143        134:
Old  :       159:        45         32         53         74         73        143        134:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       26.7       47.8       41.5       23.1       14.7       27.1       22.0
Old  :                 32.1       26.7       47.8       41.5       23.1       14.7       27.1       22.0
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, November 05, 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  :    57,565:    25,375      5,831      1,395     22,419     41,839     49,188     49,064:     8,377      8,501
Old  :    57,565:    25,375      5,831      1,395     22,419     41,839     49,188     49,064:     8,377      8,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :       302:       168        804       -242         47       -951        -27       -390:       329        692
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       10.1        2.4       38.9       72.7       85.4       85.2:      14.6       14.8
Old  :     100.0:      44.1       10.1        2.4       38.9       72.7       85.4       85.2:      14.6       14.8
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  :       107:        40         16          5         28         32         70         51:
Old  :       107:        40         16          5         28         32         70         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  :                 28.5       40.4       44.9       56.3       27.9       39.5       43.3       55.4
Old  :                 28.5       40.4       44.9       56.3       27.9       39.5       43.3       55.4
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, November 05, 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  :   115,129:    50,749     11,662      2,789     44,837     83,677     98,375     98,128:    16,754     17,001
Old  :   115,129:    50,749     11,662      2,789     44,837     83,677     98,375     98,128:    16,754     17,001
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :       604:       336      1,607       -484         94     -1,902        -54       -779:       658      1,383
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.1       10.1        2.4       38.9       72.7       85.4       85.2:      14.6       14.8
Old  :     100.0:      44.1       10.1        2.4       38.9       72.7       85.4       85.2:      14.6       14.8
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  :       107:        40         16          5         28         32         70         51:
Old  :       107:        40         16          5         28         32         70         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  :                 28.5       40.4       44.9       56.3       27.9       39.5       43.3       55.4
Old  :                 28.5       40.4       44.9       56.3       27.9       39.5       43.3       55.4
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, November 05, 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  :    39,911:     1,243        448          0     36,311     37,813     37,554     38,261:     2,357      1,650
Old  :    39,911:     1,243        448          0     36,311     37,813     37,554     38,261:     2,357      1,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :      -498:      -179          0       -398        183       -119       -394       -517:      -104         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        1.1        0.0       91.0       94.7       94.1       95.9:       5.9        4.1
Old  :     100.0:       3.1        1.1        0.0       91.0       94.7       94.1       95.9:       5.9        4.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          0         16         12         17         13:
Old  :        27:         1          1          0         16         12         17         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  :                 70.5       75.2       84.3       92.8       69.9       75.2       83.6       92.8
Old  :                 70.5       75.2       84.3       92.8       69.9       75.2       83.6       92.8
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, November 05, 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  :    18,517:    12,312     16,346        736      5,233      1,113     18,281     18,195:       236        322
Old  :    18,517:    12,312     16,346        736      5,233      1,113     18,281     18,195:       236        322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :       -55:      -165       -355         10        110          0        -45       -345:       -10        290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.5       88.3        4.0       28.3        6.0       98.7       98.3:       1.3        1.7
Old  :     100.0:      66.5       88.3        4.0       28.3        6.0       98.7       98.3:       1.3        1.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        20         14          4          5          2         28         17:
Old  :        39:        20         14          4          5          2         28         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  :                 62.2       66.0       83.7       81.4       58.2       65.5       75.3       79.4
Old  :                 62.2       66.0       83.7       81.4       58.2       65.5       75.3       79.4
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, November 05, 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  :    78,524:    45,875      5,046     29,600      3,004     41,622     78,479     76,268:        45      2,256
Old  :    78,524:    45,875      5,046     29,600      3,004     41,622     78,479     76,268:        45      2,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :     3,250:       806     -1,201      3,143       -681      1,054      3,268      2,996:       -18        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4        6.4       37.7        3.8       53.0       99.9       97.1:       0.1        2.9
Old  :     100.0:      58.4        6.4       37.7        3.8       53.0       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  :        31:         6          8          3          2         15         10         24:
Old  :        31:         6          8          3          2         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  :                 98.1       82.2       99.9       89.8       60.8       47.7       62.2       53.6
Old  :                 98.1       82.2       99.9       89.8       60.8       47.7       62.2       53.6
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, November 05, 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  :    48,657:    23,757      1,488     21,878      3,018     23,658     48,653     47,024:         4      1,633
Old  :    48,657:    23,757      1,488     21,878      3,018     23,658     48,653     47,024:         4      1,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :     4,461:    -1,010     -1,563      5,214        275      1,071      4,479      4,722:       -18       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.8        3.1       45.0        6.2       48.6      100.0       96.6:       0.0        3.4
Old  :     100.0:      48.8        3.1       45.0        6.2       48.6      100.0       96.6:       0.0        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          6          2          2         10          9         17:
Old  :        24:         6          6          2          2         10          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  :                 97.0       91.2       99.8       95.2       52.3       47.7       55.0       50.7
Old  :                 97.0       91.2       99.8       95.2       52.3       47.7       55.0       50.7
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, November 05, 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  :    50,494:    22,173     22,124     28,304          0          0     50,477     50,428:        17         66
Old  :    50,494:    22,173     22,124     28,304          0          0     50,477     50,428:        17         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :      -434:       -25         -8       -426          0          0       -451       -434:        17          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9       43.8       56.1        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      43.9       43.8       56.1        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  :        22:         6         15          5          0          0          9         18:
Old  :        22:         6         15          5          0          0          9         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.2       80.7       99.8       96.9       38.4       35.7       43.9       42.7
Old  :                 85.2       80.7       99.8       96.9       38.4       35.7       43.9       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 08, 2019