WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   564,730:   131,207    130,167    204,821    189,905    182,589    525,933    517,577:    38,797     47,153
Old  :   380,984:   123,075    120,042    112,768    119,241    118,955    355,084    351,765:    25,901     29,219
Other:   183,746:    48,536     50,529     51,649     70,664     63,633    170,850    165,812:    12,896     17,934
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    12,752:       671     -1,028     12,662        118      2,877     13,450     14,511:      -698     -1,758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       23.0       36.3       33.6       32.3       93.1       91.7:       6.9        8.3
Old  :     100.0:      32.3       31.5       29.6       31.3       31.2       93.2       92.3:       6.8        7.7
Other:     100.0:      26.4       27.5       28.1       38.5       34.6       93.0       90.2:       7.0        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       408:       142        117        161        112        115        345        315:
Old  :       388:       133        118        121        102        105        300        283:
Other:       253:        75         61         64         66         95        177        193:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.7       10.6       19.4       18.6        7.2        7.7       12.4       12.9
Old  :                 11.1       12.9       19.6       22.3        9.3       10.9       16.2       18.0
Other:                 19.1       18.1       31.5       27.9       15.8       13.4       23.2       19.6
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    12,479:     2,407        300        400      9,032     11,189     11,839     11,889:       641        590
Old  :     7,844:     1,522        400          0      5,912      6,904      7,434      7,304:       410        540
Other:     4,635:       985          0        300      3,120      4,285      4,405      4,585:       231         50
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :       -96:      -535       -200        300         40       -196       -195        -96:        99          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        2.4        3.2       72.4       89.7       94.9       95.3:       5.1        4.7
Old  :     100.0:      19.4        5.1        0.0       75.4       88.0       94.8       93.1:       5.2        6.9
Other:     100.0:      21.2        0.0        6.5       67.3       92.4       95.0       98.9:       5.0        1.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          1          2         12          7         17          9:
Old  :        13:         2          1          0          7          5          9          6:
Other:        15:         3          0          1          8          6         11          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 51.8       83.9       77.8       94.3       41.3       74.3       60.1       76.7
Old  :                 68.5       87.7       93.2       93.1       63.1       86.4       86.5       86.4
Other:                 60.4       86.2       84.2       98.9       41.4       68.7       62.6       73.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   321,190:    89,620     85,169     68,741    131,310    146,267    289,671    300,176:    31,519     21,014
Old  :   239,698:    90,133     89,616     30,733     94,418    106,201    215,284    226,550:    24,415     13,148
Other:    81,491:    26,869     22,934     10,625     36,892     40,066     74,387     73,626:     7,104      7,865
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    -2,899:     9,254     -1,000     -8,141     -3,585      7,515     -2,472     -1,625:      -428     -1,274
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9       26.5       21.4       40.9       45.5       90.2       93.5:       9.8        6.5
Old  :     100.0:      37.6       37.4       12.8       39.4       44.3       89.8       94.5:      10.2        5.5
Other:     100.0:      33.0       28.1       13.0       45.3       49.2       91.3       90.3:       8.7        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       275:        89         60         85         94         96        224        204:
Old  :       267:        87         58         55         85         85        197        174:
Other:       193:        44         44         31         56         83        120        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.7       19.7       23.2       28.5       10.9       16.4       16.8       23.4
Old  :                 17.0       21.7       25.9       30.6       15.8       18.2       23.0       26.8
Other:                 21.7       26.5       33.2       39.0       21.6       23.9       32.2       36.2
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 1,989,188:   352,229    240,116    600,355    811,174    916,127  1,763,758  1,756,597:   225,430    232,591
Old  : 1,640,889:   322,282    300,084    468,550    661,335    701,489  1,452,166  1,470,123:   188,723    170,767
Other:   348,299:   123,560     33,645     38,192    149,839    214,638    311,591    286,475:    36,707     61,824
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    30,546:    -2,156    -20,787     32,634        458     15,392     30,937     27,239:      -391      3,307
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       12.1       30.2       40.8       46.1       88.7       88.3:      11.3       11.7
Old  :     100.0:      19.6       18.3       28.6       40.3       42.8       88.5       89.6:      11.5       10.4
Other:     100.0:      35.5        9.7       11.0       43.0       61.6       89.5       82.2:      10.5       17.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       822:       212        146        238        360        368        685        658:
Old  :       812:       193        169        219        350        356        663        632:
Other:       516:        96         71         65        136        286        256        403:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1        8.1       18.3       14.3        7.9        5.3       11.1        9.1
Old  :                 12.4        7.6       18.7       14.0       10.8        6.5       15.2       10.8
Other:                 19.5       25.5       31.2       33.5       17.3       19.7       26.2       26.6
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,554:     2,728        674        508      1,136      4,238      4,372      5,420:     2,182      1,134
Old  :     6,195:     2,702        621        375      1,054      4,181      4,131      5,176:     2,064      1,019
Other:       359:       110        137         49         82         57        241        243:       118        116
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :       328:       323         30         34         33        180        390        243:       -61         85
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.6       10.3        7.7       17.3       64.7       66.7       82.7:      33.3       17.3
Old  :     100.0:      43.6       10.0        6.0       17.0       67.5       66.7       83.6:      33.3       16.4
Other:     100.0:      30.6       38.2       13.6       22.9       15.9       67.1       67.7:      32.9       32.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        33:        15          5          5         10         10         29         16:
Old  :        32:        16          4          5          8         10         27         16:
Other:        13:         4          3          4          5          3         12          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 35.7       58.8       47.6       71.0       35.5       54.2       46.5       65.6
Old  :                 37.7       59.3       50.2       72.1       37.5       55.0       49.1       67.2
Other:                 49.4       65.9       63.8       67.7       43.4       52.2       52.1       52.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   821,410:   117,288    125,550    228,109    417,636    369,595    763,033    723,253:    58,377     98,157
Old  :   724,907:   115,834    111,799    189,927    368,403    345,793    674,164    647,519:    50,743     77,387
Other:    96,503:    18,882     31,178     20,754     49,233     23,802     88,870     75,734:     7,634     20,769
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    18,973:    -5,409     -1,361     17,194      6,398        591     18,183     16,424:       790      2,549
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.3       15.3       27.8       50.8       45.0       92.9       88.1:       7.1       11.9
Old  :     100.0:      16.0       15.4       26.2       50.8       47.7       93.0       89.3:       7.0       10.7
Other:     100.0:      19.6       32.3       21.5       51.0       24.7       92.1       78.5:       7.9       21.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       620:       149        173        213        212        245        484        523:
Old  :       614:       148        179        195        203        239        462        508:
Other:       348:        65         82         62         84        161        182        276:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 17.6       11.0       25.0       17.1       16.4        9.5       22.7       13.9
Old  :                 18.4       12.1       26.5       18.4       17.2       10.4       24.3       15.2
Other:                 17.8       22.0       31.4       30.2       16.7       18.9       27.8       24.4
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   532,892:   112,958     96,894    155,253    226,287    250,702    494,497    502,849:    38,395     30,043
Old  :   467,184:   120,753     98,302    123,505    192,832    220,719    437,091    442,527:    30,093     24,657
Other:    65,708:    11,687     18,074     12,265     33,455     29,983     57,407     60,322:     8,301      5,386
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    18,298:     5,738    -11,662     10,931      1,312     20,960     17,981     20,228:       317     -1,930
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       18.2       29.1       42.5       47.0       92.8       94.4:       7.2        5.6
Old  :     100.0:      25.8       21.0       26.4       41.3       47.2       93.6       94.7:       6.4        5.3
Other:     100.0:      17.8       27.5       18.7       50.9       45.6       87.4       91.8:      12.6        8.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       333:        96         89        134         96         81        275        253:
Old  :       332:       104         95        122         94         81        269        244:
Other:       130:        31         33         36         47         22        100         79:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.7       24.7       16.4       31.5        9.5       21.1       14.7       27.0
Old  :                 10.8       24.8       18.1       31.9       10.5       21.8       16.9       28.3
Other:                 20.2       35.8       35.9       50.0       17.7       30.5       28.9       40.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,211,776:    91,461    136,356    177,940    762,216    730,902  1,031,617  1,045,198:   180,160    166,578
Old  : 1,211,776:    91,461    136,356    177,940    762,216    730,902  1,031,617  1,045,198:   180,160    166,578
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    49,046:       672     11,900     13,172     30,318     25,867     44,162     50,939:     4,884     -1,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       11.3       14.7       62.9       60.3       85.1       86.3:      14.9       13.7
Old  :     100.0:       7.5       11.3       14.7       62.9       60.3       85.1       86.3:      14.9       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  :       194:        42         32         50         94        102        157        163:
Old  :       194:        42         32         50         94        102        157        163:
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       23.8       32.6       37.2       18.8       19.9       23.7       26.5
Old  :                 24.8       23.8       32.6       37.2       18.8       19.9       23.7       26.5
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,156,276:    99,182    412,329     16,471    879,842    634,757    995,495  1,063,557:   160,781     92,719
Old  : 1,156,276:    99,182    412,329     16,471    879,842    634,757    995,495  1,063,557:   160,781     92,719
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    17,384:       231     32,080       -186     20,484    -11,054     20,528     20,840:    -3,145     -3,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       35.7        1.4       76.1       54.9       86.1       92.0:      13.9        8.0
Old  :     100.0:       8.6       35.7        1.4       76.1       54.9       86.1       92.0:      13.9        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  :       134:        21         16         22         74         70        103        100:
Old  :       134:        21         16         22         74         70        103        100:
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  :                 28.9       34.8       41.4       51.0       23.1       34.7       33.7       48.9
Old  :                 28.9       34.8       41.4       51.0       23.1       34.7       33.7       48.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                                                    Code-025601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 29,000 U.S. GALLONS)                                         :
     :          :                                                                            :
All  :     2,382:       193        971          3      1,933      1,007      2,129      1,981:       253        401
Old  :     2,382:       193        971          3      1,933      1,007      2,129      1,981:       253        401
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :       -85:       -21         26          3        -55        -54        -73        -25:       -12        -60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1       40.8        0.1       81.2       42.3       89.4       83.2:      10.6       16.8
Old  :     100.0:       8.1       40.8        0.1       81.2       42.3       89.4       83.2:      10.6       16.8
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  :        23:         4          9          1          8          8         13         17:
Old  :        23:         4          9          1          8          8         13         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 78.8       49.5       85.6       69.1       77.6       47.2       83.1       66.0
Old  :                 78.8       49.5       85.6       69.1       77.6       47.2       83.1       66.0
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   487,546:    93,513     53,282    118,186    219,723    277,011    431,421    448,479:    56,124     39,067
Old  :   425,376:    96,156     55,352    100,954    177,504    236,820    374,613    393,127:    50,763     32,249
Other:    62,170:     6,762      7,335      7,827     42,219     40,191     56,808     55,352:     5,361      6,817
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :     8,786:    -1,497      2,220      8,075      1,192       -351      7,771      9,944:     1,015     -1,158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.2       10.9       24.2       45.1       56.8       88.5       92.0:      11.5        8.0
Old  :     100.0:      22.6       13.0       23.7       41.7       55.7       88.1       92.4:      11.9        7.6
Other:     100.0:      10.9       11.8       12.6       67.9       64.6       91.4       89.0:       8.6       11.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        85         63        102        105         94        247        220:
Old  :       290:        93         65        100        103         88        244        210:
Other:       127:        22         32         28         61         36        101         78:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       27.8       16.9       36.5        8.7       23.8       13.9       30.6
Old  :                 10.2       28.9       16.2       37.5        9.2       26.8       14.9       34.5
Other:                 33.1       39.5       45.0       52.1       24.8       31.5       35.9       42.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     7,858:       734      3,515        227      5,794      3,047      6,755      6,789:     1,103      1,069
Old  :     7,856:       733      3,515        227      5,794      3,047      6,754      6,789:     1,102      1,067
Other:         2:         1          0          0          0          0          1          0:         1          2
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :       -61:         9         76         33       -122       -123        -79        -14:        19        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3       44.7        2.9       73.7       38.8       86.0       86.4:      14.0       13.6
Old  :     100.0:       9.3       44.7        2.9       73.8       38.8       86.0       86.4:      14.0       13.6
Other:     100.0:      50.0        0.0        0.0        0.0        0.0       50.0        0.0:      50.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        50:        12         14          9         19         11         32         33:
Old  :        50:        12         14          9         19         11         32         33:
Other:         1:         1          0          0          0          0          1          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  :                 58.9       41.7       68.4       60.3       58.7       40.5       67.3       59.1
Old  :                 58.9       41.7       68.4       60.4       58.7       40.5       67.3       59.1
Other:                 50.0        0.0       50.0        0.0       50.0        0.0       50.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 2,659,763:   455,597    716,613    152,539  1,889,850  1,659,338  2,497,987  2,528,491:   161,776    131,272
Old  : 2,659,763:   455,597    716,613    152,539  1,889,850  1,659,338  2,497,987  2,528,491:   161,776    131,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :   -55,068:   -27,843    -39,367     27,844    -48,729    -34,428    -48,729    -45,951:    -6,339     -9,117
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       26.9        5.7       71.1       62.4       93.9       95.1:       6.1        4.9
Old  :     100.0:      17.1       26.9        5.7       71.1       62.4       93.9       95.1:       6.1        4.9
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  :       343:        59         64         50        158        145        249        227:
Old  :       343:        59         64         50        158        145        249        227:
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  :                 19.8       29.4       30.4       44.1       19.4       26.4       28.8       39.5
Old  :                 19.8       29.4       30.4       44.1       19.4       26.4       28.8       39.5
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,947,738:   652,901    760,227    757,205  3,080,234  2,989,679  4,490,340  4,507,111:   457,398    440,627
Old  : 4,947,738:   652,901    760,227    757,205  3,080,234  2,989,679  4,490,340  4,507,111:   457,398    440,627
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :   -98,454:     9,433    -35,798    -51,494    -52,405    -31,191    -94,466   -118,484:    -3,988     20,030
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       15.4       15.3       62.3       60.4       90.8       91.1:       9.2        8.9
Old  :     100.0:      13.2       15.4       15.3       62.3       60.4       90.8       91.1:       9.2        8.9
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  :       441:        97         76         99        226        223        369        352:
Old  :       441:        97         76         99        226        223        369        352:
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  :                 20.5       18.7       27.5       27.7       15.8       17.0       20.9       24.0
Old  :                 20.5       18.7       27.5       27.7       15.8       17.0       20.9       24.0
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   702,826:    90,450    134,673      4,404    509,075    405,265    603,929    544,342:    98,897    158,484
Old  :   702,826:    90,450    134,673      4,404    509,075    405,265    603,929    544,342:    98,897    158,484
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    -8,325:       397       -833       -551     -6,720    -11,928     -6,874    -13,312:    -1,451      4,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       19.2        0.6       72.4       57.7       85.9       77.5:      14.1       22.5
Old  :     100.0:      12.9       19.2        0.6       72.4       57.7       85.9       77.5:      14.1       22.5
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  :       113:        14         16         10         63         58         83         78:
Old  :       113:        14         16         10         63         58         83         78:
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  :                 31.0       25.2       42.4       34.6       30.5       24.6       41.4       32.6
Old  :                 31.0       25.2       42.4       34.6       30.5       24.6       41.4       32.6
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,903,514:   775,188    903,937    361,244  3,429,809  3,274,732  4,566,241  4,539,913:   337,273    363,600
Old  : 4,903,514:   775,188    903,937    361,244  3,429,809  3,274,732  4,566,241  4,539,913:   337,273    363,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :  -109,950:    53,835    -32,863    -63,278    -97,681     -3,957   -107,123   -100,098:    -2,827     -9,852
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.8       18.4        7.4       69.9       66.8       93.1       92.6:       6.9        7.4
Old  :     100.0:      15.8       18.4        7.4       69.9       66.8       93.1       92.6:       6.9        7.4
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  :       352:        67         57         64        170        184        263        279:
Old  :       352:        67         57         64        170        184        263        279:
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  :                 33.9       20.6       45.2       31.7       25.8       19.0       36.6       28.1
Old  :                 33.9       20.6       45.2       31.7       25.8       19.0       36.6       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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,034,815:   255,141    342,131    469,874  1,267,467  1,162,852  1,992,482  1,974,857:    42,333     59,959
Old  : 2,034,815:   255,141    342,131    469,874  1,267,467  1,162,852  1,992,482  1,974,857:    42,333     59,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    -4,853:   -12,406    -37,016     19,632     -8,544     10,548     -1,318     -6,836:    -3,535      1,983
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.5       16.8       23.1       62.3       57.1       97.9       97.1:       2.1        2.9
Old  :     100.0:      12.5       16.8       23.1       62.3       57.1       97.9       97.1:       2.1        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  :       170:        45         40         58         67         76        138        154:
Old  :       170:        45         40         58         67         76        138        154:
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       22.5       43.9       37.5       21.9       11.7       28.6       18.2
Old  :                 29.9       22.5       43.9       37.5       21.9       11.7       28.6       18.2
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    39,699:    17,073      7,884      1,020     15,746     22,355     33,839     31,259:     5,860      8,440
Old  :    39,699:    17,073      7,884      1,020     15,746     22,355     33,839     31,259:     5,860      8,440
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :       771:      -156      1,492       -206        934       -563        572        723:       199         48
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       19.9        2.6       39.7       56.3       85.2       78.7:      14.8       21.3
Old  :     100.0:      43.0       19.9        2.6       39.7       56.3       85.2       78.7:      14.8       21.3
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  :        91:        22         29          6         26         25         52         56:
Old  :        91:        22         29          6         26         25         52         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       31.5       54.6       50.0       40.2       31.5       54.1       48.7
Old  :                 40.4       31.5       54.6       50.0       40.2       31.5       54.1       48.7
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    79,398:    34,146     15,768      2,040     31,493     44,710     67,679     62,518:    11,719     16,880
Old  :    79,398:    34,146     15,768      2,040     31,493     44,710     67,679     62,518:    11,719     16,880
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :     1,541:      -311      2,984       -412      1,867     -1,125      1,144      1,446:       398         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.0       19.9        2.6       39.7       56.3       85.2       78.7:      14.8       21.3
Old  :     100.0:      43.0       19.9        2.6       39.7       56.3       85.2       78.7:      14.8       21.3
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  :        91:        22         29          6         26         25         52         56:
Old  :        91:        22         29          6         26         25         52         56:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       31.5       54.6       50.0       40.2       31.5       54.1       48.7
Old  :                 40.4       31.5       54.6       50.0       40.2       31.5       54.1       48.7
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    29,466:     1,913        446          0     26,358     28,810     28,271     29,256:     1,195        210
Old  :    29,466:     1,913        446          0     26,358     28,810     28,271     29,256:     1,195        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :       -77:      -827          0          0        449        -88       -378        -88:       301         11
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        1.5        0.0       89.5       97.8       95.9       99.3:       4.1        0.7
Old  :     100.0:       6.5        1.5        0.0       89.5       97.8       95.9       99.3:       4.1        0.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          0         14          9         16         10:
Old  :        23:         2          1          0         14          9         16         10:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 72.0       88.0       87.3       98.5       72.0       88.0       86.7       97.1
Old  :                 72.0       88.0       87.3       98.5       72.0       88.0       86.7       97.1
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    30,014:    24,003     28,295        281      5,129      1,228     29,413     29,804:       601        210
Old  :    30,014:    24,003     28,295        281      5,129      1,228     29,413     29,804:       601        210
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    -3,033:    -3,017     -3,191          0          0          0     -3,017     -3,191:       -16        158
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      80.0       94.3        0.9       17.1        4.1       98.0       99.3:       2.0        0.7
Old  :     100.0:      80.0       94.3        0.9       17.1        4.1       98.0       99.3:       2.0        0.7
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  :        44:        25         15          2          3          2         30         17:
Old  :        44:        25         15          2          3          2         30         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  :                 49.8       85.0       73.5       94.3       49.8       84.7       73.5       91.2
Old  :                 49.8       85.0       73.5       94.3       49.8       84.7       73.5       91.2
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 with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    29,325:    16,285     11,488        140     12,862     14,317     29,287     25,945:        38      3,380
Old  :    29,325:    16,285     11,488        140     12,862     14,317     29,287     25,945:        38      3,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :       542:       534       -196          0          0        711        534        515:         8         27
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.5       39.2        0.5       43.9       48.8       99.9       88.5:       0.1       11.5
Old  :     100.0:      55.5       39.2        0.5       43.9       48.8       99.9       88.5:       0.1       11.5
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  :        35:         6         11          1          4         14         11         25:
Old  :        35:         6         11          1          4         14         11         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.2       41.4       99.2       62.3       95.2       41.4       99.0       61.8
Old  :                 95.2       41.4       99.2       62.3       95.2       41.4       99.0       61.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    13,333:    11,655      5,557         28      1,629      5,694     13,312     11,279:        21      2,054
Old  :    13,333:    11,655      5,557         28      1,629      5,694     13,312     11,279:        21      2,054
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 15, 2019                     :
     :    -2,116:    -1,208     -2,023          0       -905        -47     -2,113     -2,070:        -3        -46
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      87.4       41.7        0.2       12.2       42.7       99.8       84.6:       0.2       15.4
Old  :     100.0:      87.4       41.7        0.2       12.2       42.7       99.8       84.6:       0.2       15.4
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  :        26:         5         12          2          2          7          9         19:
Old  :        26:         5         12          2          2          7          9         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.5       52.5       99.8       73.9       96.5       52.4       99.6       73.8
Old  :                 96.5       52.5       99.8       73.9       96.5       52.4       99.6       73.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated February 15, 2019