WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, November 12, 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  :   413,129:   103,304     91,925    137,815    143,328    140,634    384,447    370,374:    28,682     42,755
Old  :   332,839:   101,334     90,458     96,752    112,782    112,317    310,868    299,527:    21,971     33,312
Other:    80,290:    31,482     30,979     11,551     30,546     28,317     73,579     70,847:     6,711      9,443
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :     1,156:     4,559      4,298     -6,198      2,706      1,074      1,067       -826:        89      1,982
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.0       22.3       33.4       34.7       34.0       93.1       89.7:       6.9       10.3
Old  :     100.0:      30.4       27.2       29.1       33.9       33.7       93.4       90.0:       6.6       10.0
Other:     100.0:      39.2       38.6       14.4       38.0       35.3       91.6       88.2:       8.4       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       375:       107        120        140         88        107        283        297:
Old  :       356:       108        109        124         78         99        259        270:
Other:       195:        54         48         34         46         66        119        133:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.0       10.3       18.9       17.9        8.8        8.5       13.9       13.6
Old  :                 10.0       12.1       17.9       21.4        7.5       10.0       13.3       16.0
Other:                 26.9       20.1       40.3       31.2       25.3       17.5       38.4       27.9
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, November 12, 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  :    13,661:     6,367      1,700        100      6,899     11,651     13,366     13,451:       295        210
Old  :    13,461:     6,167      1,700        100      6,899     11,451     13,166     13,251:       295        210
Other:       200:       200          0          0          0        200        200        200:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :       310:       100          0          0        200        310        300        310:        10          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      46.6       12.4        0.7       50.5       85.3       97.8       98.5:       2.2        1.5
Old  :     100.0:      45.8       12.6        0.7       51.3       85.1       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  :                 80.3       45.5       93.6       79.1       68.2       42.5       80.6       70.2
Old  :                 81.5       46.2       93.8       80.3       69.2       43.1       80.8       70.5
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 12, 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  :   302,398:    85,285     87,761     76,583    112,814    117,905    274,682    282,249:    27,716     20,149
Old  :   250,896:    85,935     87,101     54,974     88,504     92,473    229,413    234,548:    21,483     16,348
Other:    51,502:    15,045     16,355      5,914     24,310     25,432     45,269     47,701:     6,233      3,801
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :   -11,622:     5,413     -6,098    -10,406     -5,996      3,664    -10,989    -12,840:      -633      1,218
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.2       29.0       25.3       37.3       39.0       90.8       93.3:       9.2        6.7
Old  :     100.0:      34.3       34.7       21.9       35.3       36.9       91.4       93.5:       8.6        6.5
Other:     100.0:      29.2       31.8       11.5       47.2       49.4       87.9       92.6:      12.1        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       276:        92         59         81         86         79        220        186:
Old  :       270:        92         58         68         81         72        204        173:
Other:       144:        41         25         18         46         46         96         80:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.1       17.3       17.5       27.5        9.3       14.5       16.2       22.4
Old  :                 10.5       16.3       18.8       27.5        9.3       13.8       16.9       23.3
Other:                 19.8       41.1       34.5       56.7       19.4       41.1       33.1       53.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, November 12, 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  : 1,610,507:   304,283    336,269    323,857    716,483    766,035  1,344,623  1,426,161:   265,884    184,346
Old  : 1,448,680:   295,892    357,358    268,850    631,303    676,603  1,196,045  1,302,811:   252,635    145,869
Other:   161,827:    60,700     31,220      2,698     85,180     89,432    148,578    123,350:    13,249     38,477
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :     1,171:     3,452      9,451     21,205    -23,751    -28,216        906      2,440:       265     -1,269
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.9       20.9       20.1       44.5       47.6       83.5       88.6:      16.5       11.4
Old  :     100.0:      20.4       24.7       18.6       43.6       46.7       82.6       89.9:      17.4       10.1
Other:     100.0:      37.5       19.3        1.7       52.6       55.3       91.8       76.2:       8.2       23.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       795:       147        153        165        364        342        617        571:
Old  :       788:       154        148        145        355        329        598        544:
Other:       404:        47         61         17         89        233        145        303:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  8.6        9.4       15.2       16.5        6.3        6.1       11.0       11.0
Old  :                  8.3        9.9       14.5       17.2        6.8        6.7       11.2       11.9
Other:                 26.2       23.7       40.8       32.3       25.8       23.6       40.5       32.2
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, November 12, 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  :     6,983:     2,838        268        100      1,978      5,138      4,916      5,506:     2,067      1,477
Old  :     6,956:     2,838        268        100      1,971      5,138      4,909      5,506:     2,047      1,450
Other:        27:         0          0          0          7          0          7          0:        20         27
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :       347:       109         12        -64         63        139        108         87:       239        260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      40.6        3.8        1.4       28.3       73.6       70.4       78.8:      29.6       21.2
Old  :     100.0:      40.8        3.9        1.4       28.3       73.9       70.6       79.2:      29.4       20.8
Other:     100.0:       0.0        0.0        0.0       25.9        0.0       25.9        0.0:      74.1      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        10          4          2          9         10         20         15:
Old  :        26:        10          4          2          8         10         19         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  :                 30.9       55.0       47.2       72.2       29.2       44.4       40.9       54.0
Old  :                 31.0       55.2       47.4       72.5       29.3       44.7       41.1       54.4
Other:                 25.9        0.0       25.9        0.0       25.9        0.0       25.9        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, November 12, 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  :   743,089:   166,948     98,614    152,449    366,448    427,398    685,845    678,461:    57,244     64,628
Old  :   680,927:   162,451    104,868    127,133    338,880    394,334    628,464    626,335:    52,463     54,592
Other:    62,162:    22,318     11,567      7,495     27,568     33,064     57,381     52,126:     4,781     10,036
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    38,924:   -11,368     12,231     14,675     37,227     11,550     40,534     38,456:    -1,610        468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5       13.3       20.5       49.3       57.5       92.3       91.3:       7.7        8.7
Old  :     100.0:      23.9       15.4       18.7       49.8       57.9       92.3       92.0:       7.7        8.0
Other:     100.0:      35.9       18.6       12.1       44.3       53.2       92.3       83.9:       7.7       16.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       561:       154        115        161        180        218        418        432:
Old  :       554:       156        119        149        177        210        408        412:
Other:       273:        51         50         29         49        141        117        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  :                 12.6       15.4       21.2       25.1       10.3       13.1       16.6       20.3
Old  :                 13.0       16.5       21.7       26.2       11.2       14.0       18.1       21.0
Other:                 21.7       25.0       39.2       38.0       20.8       24.3       38.2       34.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, November 12, 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  :   547,890:   148,702     53,116    134,957    226,133    334,453    509,792    522,526:    38,098     25,364
Old  :   526,553:   150,265     54,077    126,858    213,657    321,651    490,780    502,586:    35,773     23,967
Other:    21,337:     4,083      4,685      2,453     12,476     12,802     19,012     19,940:     2,325      1,397
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :     4,623:     2,932      2,065      2,591     -1,870         -7      3,653      4,649:       970        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.1        9.7       24.6       41.3       61.0       93.0       95.4:       7.0        4.6
Old  :     100.0:      28.5       10.3       24.1       40.6       61.1       93.2       95.4:       6.8        4.6
Other:     100.0:      19.1       22.0       11.5       58.5       60.0       89.1       93.5:      10.9        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       342:       105         78        133         94         78        287        243:
Old  :       342:       108         84        131         92         76        285        239:
Other:        76:        18         15         13         29         19         54         42:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.9       28.8       19.5       37.8       10.6       27.8       15.9       34.2
Old  :                 12.2       29.0       20.1       38.3       11.0       28.2       16.8       34.4
Other:                 37.4       33.2       54.2       53.8       36.7       32.2       48.6       51.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, November 12, 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  : 1,024,997:   142,279    187,676     33,798    680,576    660,711    856,653    882,185:   168,344    142,812
Old  : 1,024,997:   142,279    187,676     33,798    680,576    660,711    856,653    882,185:   168,344    142,812
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    29,571:    12,122      2,952      5,401      5,656     17,706     23,179     26,059:     6,392      3,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       18.3        3.3       66.4       64.5       83.6       86.1:      16.4       13.9
Old  :     100.0:      13.9       18.3        3.3       66.4       64.5       83.6       86.1:      16.4       13.9
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  :       175:        44         21         27         82         81        136        120:
Old  :       175:        44         21         27         82         81        136        120:
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  :                 24.1       31.4       33.0       42.5       18.8       28.8       26.5       37.8
Old  :                 24.1       31.4       33.0       42.5       18.8       28.8       26.5       37.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders - Futures Only, November 12, 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  : 1,188,220:   109,804    436,281     14,516    903,519    641,336  1,027,839  1,092,133:   160,381     96,087
Old  : 1,188,220:   109,804    436,281     14,516    903,519    641,336  1,027,839  1,092,133:   160,381     96,087
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    22,069:   -11,403     15,246      2,205     33,644      2,271     24,446     19,722:    -2,377      2,347
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2       36.7        1.2       76.0       54.0       86.5       91.9:      13.5        8.1
Old  :     100.0:       9.2       36.7        1.2       76.0       54.0       86.5       91.9:      13.5        8.1
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  :       137:        19         18         16         88         74        118         97:
Old  :       137:        19         18         16         88         74        118         97:
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  :                 26.4       37.0       36.9       54.9       21.9       35.7       31.9       49.7
Old  :                 26.4       37.0       36.9       54.9       21.9       35.7       31.9       49.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders - Futures Only, November 12, 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  :   425,630:    77,176     74,002     88,114    208,942    232,370    374,232    394,486:    51,398     31,144
Old  :   402,428:    76,947     74,385     79,446    196,857    219,041    353,250    372,872:    49,178     29,556
Other:    23,202:     3,561      2,949      5,336     12,085     13,329     20,982     21,614:     2,220      1,588
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :   -16,392:     6,605     -8,705    -14,638     -9,446      7,410    -17,479    -15,933:     1,087       -459
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1       17.4       20.7       49.1       54.6       87.9       92.7:      12.1        7.3
Old  :     100.0:      19.1       18.5       19.7       48.9       54.4       87.8       92.7:      12.2        7.3
Other:     100.0:      15.3       12.7       23.0       52.1       57.4       90.4       93.2:       9.6        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        79         65         86        115         85        242        203:
Old  :       295:        79         68         85        115         82        242        199:
Other:        83:        21         11         13         36         19         65         38:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.2       25.6       19.0       33.7       10.4       24.2       16.2       30.3
Old  :                 11.6       26.7       19.5       34.6       10.7       25.6       16.9       31.5
Other:                 34.6       43.6       48.9       60.7       25.9       32.0       36.6       42.4
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, November 12, 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  :     8,857:     1,857      1,894         79      5,394      5,821      7,330      7,794:     1,527      1,063
Old  :     8,857:     1,857      1,894         79      5,394      5,821      7,330      7,794:     1,527      1,063
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :        15:       127        146         -6         -1         27        120        167:      -105       -152
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       21.4        0.9       60.9       65.7       82.8       88.0:      17.2       12.0
Old  :     100.0:      21.0       21.4        0.9       60.9       65.7       82.8       88.0:      17.2       12.0
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  :        51:        16          8          2         18         13         34         23:
Old  :        51:        16          8          2         18         13         34         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  :                 48.0       51.2       57.9       72.8       48.0       51.2       57.7       72.8
Old  :                 48.0       51.2       57.9       72.8       48.0       51.2       57.7       72.8
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 12, 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  : 4,123,821:   947,643  1,097,418    255,455  2,727,335  2,652,240  3,930,433  4,005,113:   193,388    118,708
Old  : 4,123,821:   947,643  1,097,418    255,455  2,727,335  2,652,240  3,930,433  4,005,113:   193,388    118,708
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    56,450:   -14,001    -12,667     42,159     40,612     18,323     68,770     47,815:   -12,320      8,635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.0       26.6        6.2       66.1       64.3       95.3       97.1:       4.7        2.9
Old  :     100.0:      23.0       26.6        6.2       66.1       64.3       95.3       97.1:       4.7        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  :       371:        87         46         45        195        131        308        196:
Old  :       371:        87         46         45        195        131        308        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  :                 19.5       32.6       31.9       49.8       18.9       29.2       30.4       45.9
Old  :                 19.5       32.6       31.9       49.8       18.9       29.2       30.4       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders - Futures Only, November 12, 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  : 3,924,536:   652,312    801,106    233,736  2,655,824  2,467,774  3,541,872  3,502,616:   382,664    421,920
Old  : 3,924,536:   652,312    801,106    233,736  2,655,824  2,467,774  3,541,872  3,502,616:   382,664    421,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    16,067:      -958    -83,620      8,360     25,744     77,815     33,146      2,555:   -17,079     13,512
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       20.4        6.0       67.7       62.9       90.2       89.2:       9.8       10.8
Old  :     100.0:      16.6       20.4        6.0       67.7       62.9       90.2       89.2:       9.8       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       398:        77         62         52        192        187        294        276:
Old  :       398:        77         62         52        192        187        294        276:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.0       18.1       28.6       29.6       14.0       15.2       20.3       23.0
Old  :                 21.0       18.1       28.6       29.6       14.0       15.2       20.3       23.0
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 12, 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  :   867,973:   141,210    113,223      8,229    617,577    591,267    767,016    712,719:   100,957    155,254
Old  :   867,973:   141,210    113,223      8,229    617,577    591,267    767,016    712,719:   100,957    155,254
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    37,117:     7,027     20,887      1,538     35,335     16,509     43,900     38,934:    -6,783     -1,817
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       13.0        0.9       71.2       68.1       88.4       82.1:      11.6       17.9
Old  :     100.0:      16.3       13.0        0.9       71.2       68.1       88.4       82.1:      11.6       17.9
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  :       116:        14         14          8         69         72         86         91:
Old  :       116:        14         14          8         69         72         86         91:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       23.5       41.3       36.6       26.0       22.6       36.2       31.6
Old  :                 28.6       23.5       41.3       36.6       26.0       22.6       36.2       31.6
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 12, 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  : 4,681,440:   578,851    875,193    193,162  3,591,176  3,285,999  4,363,189  4,354,354:   318,251    327,086
Old  : 4,681,440:   578,851    875,193    193,162  3,591,176  3,285,999  4,363,189  4,354,354:   318,251    327,086
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :   -28,316:   -22,721    -34,623      3,116    -33,665     -7,313    -53,270    -38,820:    24,954     10,504
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.4       18.7        4.1       76.7       70.2       93.2       93.0:       6.8        7.0
Old  :     100.0:      12.4       18.7        4.1       76.7       70.2       93.2       93.0:       6.8        7.0
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  :       317:        57         45         47        151        160        232        228:
Old  :       317:        57         45         47        151        160        232        228:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.8       24.9       46.5       36.8       22.6       19.3       34.0       28.1
Old  :                 33.8       24.9       46.5       36.8       22.6       19.3       34.0       28.1
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 12, 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  : 1,950,593:   475,023    216,704    407,916  1,018,608  1,281,316  1,901,547  1,905,936:    49,046     44,657
Old  : 1,950,593:   475,023    216,704    407,916  1,018,608  1,281,316  1,901,547  1,905,936:    49,046     44,657
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    80,583:    55,638    -44,045     40,405    -17,364     82,932     78,679     79,292:     1,904      1,291
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       11.1       20.9       52.2       65.7       97.5       97.7:       2.5        2.3
Old  :     100.0:      24.4       11.1       20.9       52.2       65.7       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  :       158:        46         29         54         72         74        143        133:
Old  :       158:        46         29         54         72         74        143        133:
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  :                 31.1       26.9       45.4       41.5       21.7       14.9       25.5       22.3
Old  :                 31.1       26.9       45.4       41.5       21.7       14.9       25.5       22.3
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 12, 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  :    56,876:    23,749      4,849      2,571     22,316     40,403     48,636     47,823:     8,240      9,053
Old  :    56,876:    23,749      4,849      2,571     22,316     40,403     48,636     47,823:     8,240      9,053
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :      -689:    -1,626       -983      1,177       -103     -1,436       -552     -1,242:      -137        553
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        8.5        4.5       39.2       71.0       85.5       84.1:      14.5       15.9
Old  :     100.0:      41.8        8.5        4.5       39.2       71.0       85.5       84.1:      14.5       15.9
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  :       108:        42         14          8         29         33         72         54:
Old  :       108:        42         14          8         29         33         72         54:
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  :                 27.9       36.8       43.7       53.7       26.1       35.9       41.0       52.2
Old  :                 27.9       36.8       43.7       53.7       26.1       35.9       41.0       52.2
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 12, 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  :   113,751:    47,497      9,697      5,142     44,632     80,806     97,271     95,645:    16,480     18,106
Old  :   113,751:    47,497      9,697      5,142     44,632     80,806     97,271     95,645:    16,480     18,106
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    -1,378:    -3,252     -1,965      2,353       -205     -2,871     -1,104     -2,483:      -274      1,105
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.8        8.5        4.5       39.2       71.0       85.5       84.1:      14.5       15.9
Old  :     100.0:      41.8        8.5        4.5       39.2       71.0       85.5       84.1:      14.5       15.9
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  :       108:        42         14          8         29         33         72         54:
Old  :       108:        42         14          8         29         33         72         54:
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  :                 27.9       36.8       43.7       53.7       26.1       35.9       41.0       52.2
Old  :                 27.9       36.8       43.7       53.7       26.1       35.9       41.0       52.2
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 12, 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  :    33,909:     1,300        448          0     30,046     31,670     31,346     32,118:     2,563      1,791
Old  :    33,909:     1,300        448          0     30,046     31,670     31,346     32,118:     2,563      1,791
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :    -6,002:        57          0          0     -6,265     -6,143     -6,208     -6,143:       206        141
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.8        1.3        0.0       88.6       93.4       92.4       94.7:       7.6        5.3
Old  :     100.0:       3.8        1.3        0.0       88.6       93.4       92.4       94.7:       7.6        5.3
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  :        25:         1          1          0         14         12         15         13:
Old  :        25:         1          1          0         14         12         15         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 64.6       70.9       81.6       91.2       63.8       70.9       80.8       91.2
Old  :                 64.6       70.9       81.6       91.2       63.8       70.9       80.8       91.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders - Futures Only, November 12, 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  :    18,599:    12,621     16,683        709      4,995      1,166     18,325     18,558:       274         41
Old  :    18,599:    12,621     16,683        709      4,995      1,166     18,325     18,558:       274         41
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :        82:       309        337        -27       -238         53         44        363:        38       -281
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      67.9       89.7        3.8       26.9        6.3       98.5       99.8:       1.5        0.2
Old  :     100.0:      67.9       89.7        3.8       26.9        6.3       98.5       99.8:       1.5        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         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  :                 61.8       67.5       84.4       82.9       57.7       67.0       75.8       81.0
Old  :                 61.8       67.5       84.4       82.9       57.7       67.0       75.8       81.0
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, November 12, 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  :    80,397:    46,098      4,402     31,261      3,004     42,508     80,363     78,171:        34      2,226
Old  :    80,397:    46,098      4,402     31,261      3,004     42,508     80,363     78,171:        34      2,226
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :     1,873:       223       -644      1,661          0        886      1,884      1,903:       -11        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.3        5.5       38.9        3.7       52.9      100.0       97.2:       0.0        2.8
Old  :     100.0:      57.3        5.5       38.9        3.7       52.9      100.0       97.2:       0.0        2.8
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  :        31:         7          7          3          2         15         11         23:
Old  :        31:         7          7          3          2         15         11         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.0       83.2       99.8       90.9       59.5       47.7       61.0       53.4
Old  :                 98.0       83.2       99.8       90.9       59.5       47.7       61.0       53.4
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 12, 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  :    52,560:    25,947      1,300     24,142      2,468     25,787     52,557     51,229:         3      1,331
Old  :    52,560:    25,947      1,300     24,142      2,468     25,787     52,557     51,229:         3      1,331
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :     3,903:     2,190       -188      2,264       -550      2,129      3,904      4,205:        -1       -302
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.4        2.5       45.9        4.7       49.1      100.0       97.5:       0.0        2.5
Old  :     100.0:      49.4        2.5       45.9        4.7       49.1      100.0       97.5:       0.0        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         7          4          2          2         10         10         15:
Old  :        23:         7          4          2          2         10         10         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  :                 96.3       92.7       99.6       96.4       50.6       48.1       53.9       50.9
Old  :                 96.3       92.7       99.6       96.4       50.6       48.1       53.9       50.9
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 12, 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  :    50,376:    21,553     21,544     28,798          0          0     50,351     50,342:        25         34
Old  :    50,376:    21,553     21,544     28,798          0          0     50,351     50,342:        25         34
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: November 5, 2019                     :
     :      -118:      -620       -580        494          0          0       -126        -86:         8        -32
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8       42.8       57.2        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      42.8       42.8       57.2        0.0        0.0      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6         17          5          0          0          9         20:
Old  :        24:         6         17          5          0          0          9         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 85.1       80.8       99.8       94.7       37.3       33.2       42.8       41.2
Old  :                 85.1       80.8       99.8       94.7       37.3       33.2       42.8       41.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 15, 2019