WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :   606,510:   127,304     91,054    260,869    181,260    207,396    569,434    559,320:    37,076     47,190
Old  :   580,646:   119,289     87,718    254,614    174,255    196,612    548,157    538,944:    32,489     41,703
Other:    25,864:    11,821      7,142      2,449      7,006     10,784     21,276     20,376:     4,587      5,488
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    18,861:    11,688    -12,776     15,521     -8,391     17,298     18,818     20,043:        43     -1,183
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       15.0       43.0       29.9       34.2       93.9       92.2:       6.1        7.8
Old  :     100.0:      20.5       15.1       43.9       30.0       33.9       94.4       92.8:       5.6        7.2
Other:     100.0:      45.7       27.6        9.5       27.1       41.7       82.3       78.8:      17.7       21.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       399:       119        123        151        102        126        309        330:
Old  :       395:       120        121        148        102        125        305        326:
Other:       116:        24         33         18         21         52         56         92:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.1       12.5       20.7       20.1        6.7        6.8       11.6       11.9
Old  :                 13.6       12.8       21.5       20.6        6.8        6.8       11.8       11.9
Other:                 43.9       20.4       56.6       33.5       43.7       20.4       56.1       33.4
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :    22,221:     7,487        150      2,278     11,921     19,068     21,687     21,496:       534        725
Old  :    22,221:     7,487        150      2,278     11,921     19,068     21,687     21,496:       534        725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :       181:       991       -440       -300       -711        681        -20        -59:       201        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.7        0.7       10.3       53.6       85.8       97.6       96.7:       2.4        3.3
Old  :     100.0:      33.7        0.7       10.3       53.6       85.8       97.6       96.7:       2.4        3.3
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  :        28:         7          1          4         16         14         23         19:
Old  :        28:         7          1          4         16         14         23         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  :                 40.6       55.0       63.4       75.1       33.2       39.9       49.9       51.5
Old  :                 40.6       55.0       63.4       75.1       33.2       39.9       49.9       51.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :   315,157:    65,709     72,754    101,522    119,130    117,154    286,361    291,430:    28,796     23,727
Old  :   302,997:    65,032     70,391     98,531    111,631    112,361    275,194    281,283:    27,803     21,714
Other:    12,160:     2,510      4,196      1,158      7,499      4,793     11,167     10,147:       993      2,013
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -12,896:      -836     -2,751     -7,859     -3,731     -3,044    -12,427    -13,654:      -469        758
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.8       23.1       32.2       37.8       37.2       90.9       92.5:       9.1        7.5
Old  :     100.0:      21.5       23.2       32.5       36.8       37.1       90.8       92.8:       9.2        7.2
Other:     100.0:      20.6       34.5        9.5       61.7       39.4       91.8       83.4:       8.2       16.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       256:        78         60         78         84         85        203        192:
Old  :       255:        76         62         77         84         84        202        190:
Other:        75:        16         12         11         18         34         38         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.8       16.7       21.1       24.8        8.3       11.6       14.3       17.4
Old  :                 13.2       17.0       21.5       25.1        9.0       13.5       15.2       19.5
Other:                 60.6       45.3       77.1       61.0       59.5       45.3       71.4       58.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  : 2,708,872:   407,124    165,609    898,548  1,010,855  1,348,108  2,316,527  2,412,265:   392,345    296,607
Old  : 1,336,055:   199,419    232,865    477,673    490,280    530,946  1,167,372  1,241,484:   168,682     94,571
Other: 1,372,817:   342,749     67,788    285,830    520,575    817,162  1,149,154  1,170,781:   223,663    202,036
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   135,866:    15,915    -25,607     49,577     49,489    101,052    114,981    125,022:    20,886     10,845
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0        6.1       33.2       37.3       49.8       85.5       89.1:      14.5       10.9
Old  :     100.0:      14.9       17.4       35.8       36.7       39.7       87.4       92.9:      12.6        7.1
Other:     100.0:      25.0        4.9       20.8       37.9       59.5       83.7       85.3:      16.3       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       968:       280        148        289        444        456        843        787:
Old  :       843:       211        145        204        386        362        684        627:
Other:       853:       228        129        159        338        420        638        642:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.4       10.5       16.4       17.3        4.9        5.4        7.5        9.7
Old  :                 11.0       11.1       18.2       19.6        5.6        7.2        8.7       11.8
Other:                 11.1       10.9       19.0       18.9        9.5        8.3       14.5       14.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :     6,798:     3,208         66        284      1,143      5,316      4,635      5,666:     2,163      1,132
Old  :     6,798:     3,208         66        284      1,143      5,316      4,635      5,666:     2,163      1,132
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :      -607:      -206        -63       -285       -114       -240       -605       -589:        -1        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.2        1.0        4.2       16.8       78.2       68.2       83.3:      31.8       16.7
Old  :     100.0:      47.2        1.0        4.2       16.8       78.2       68.2       83.3:      31.8       16.7
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  :        34:        19          1          5         10         12         29         18:
Old  :        34:        19          1          5         10         12         29         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.5       50.5       45.0       72.3       32.5       47.7       44.9       69.3
Old  :                 32.5       50.5       45.0       72.3       32.5       47.7       44.9       69.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :   996,601:   126,417    150,022    367,990    434,484    392,813    928,891    910,825:    67,710     85,776
Old  :   421,754:    94,196     87,591    131,886    166,558    171,194    392,640    390,670:    29,114     31,084
Other:   574,847:   116,521    146,732    151,804    267,926    221,619    536,251    520,155:    38,596     54,692
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    45,924:    10,764    -41,037     40,597    -16,040     45,995     35,321     45,554:    10,602        369
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       15.1       36.9       43.6       39.4       93.2       91.4:       6.8        8.6
Old  :     100.0:      22.3       20.8       31.3       39.5       40.6       93.1       92.6:       6.9        7.4
Other:     100.0:      20.3       25.5       26.4       46.6       38.6       93.3       90.5:       6.7        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       623:       186        151        241        198        227        508        526:
Old  :       494:       157        103        137        157        193        366        386:
Other:       549:       133        166        167        156        205        388        447:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.4       11.2       20.3       18.2        7.6        6.9       12.4       10.9
Old  :                 12.2       17.2       21.9       26.7        9.9       12.8       15.5       18.9
Other:                 15.3       10.2       23.6       17.9       11.1        6.9       18.6       12.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :   500,234:   106,596    112,342    126,682    233,510    234,330    466,788    473,355:    33,446     26,879
Old  :   199,630:    54,450     53,500     51,777     78,674     79,880    184,901    185,157:    14,728     14,472
Other:   300,605:    88,769     95,465     38,283    154,835    154,450    281,887    288,198:    18,717     12,406
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -20,478:    -6,557    -19,635      4,270    -15,188     -3,719    -17,476    -19,084:    -3,002     -1,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.3       22.5       25.3       46.7       46.8       93.3       94.6:       6.7        5.4
Old  :     100.0:      27.3       26.8       25.9       39.4       40.0       92.6       92.8:       7.4        7.2
Other:     100.0:      29.5       31.8       12.7       51.5       51.4       93.8       95.9:       6.2        4.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       102         88        116         98         87        268        246:
Old  :       243:        69         64         71         81         68        188        174:
Other:       267:        86         77         74         71         66        197        186:
     :----------------------------------------------------------------------------------------------------
     :             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       21.0       18.7       27.6        9.5       17.6       15.8       23.4
Old  :                 17.6       15.6       27.6       26.2       15.3       15.1       24.5       24.8
Other:                 15.2       26.0       25.1       34.8       15.0       23.9       24.7       32.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  : 1,167,411:   152,400    170,855    161,391    663,002    690,622    976,793  1,022,868:   190,619    144,543
Old  : 1,167,411:   152,400    170,855    161,391    663,002    690,622    976,793  1,022,868:   190,619    144,543
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     4,667:     9,183     11,942        704     -4,497       -559      5,390     12,087:      -723     -7,421
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       14.6       13.8       56.8       59.2       83.7       87.6:      16.3       12.4
Old  :     100.0:      13.1       14.6       13.8       56.8       59.2       83.7       87.6:      16.3       12.4
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  :       187:        42         34         48         88         86        151        147:
Old  :       187:        42         34         48         88         86        151        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 21.3       24.8       29.0       36.6       17.0       22.7       22.3       30.8
Old  :                 21.3       24.8       29.0       36.6       17.0       22.7       22.3       30.8
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 with Delta-adjusted Options and Futures Combined, June 18, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,155,443:    86,661    391,016     18,495    871,113    653,280    976,269  1,062,791:   179,174     92,651
Old  : 1,155,443:    86,661    391,016     18,495    871,113    653,280    976,269  1,062,791:   179,174     92,651
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    -4,187:      -728      3,598     -9,722      4,520        941     -5,931     -5,183:     1,744        997
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       33.8        1.6       75.4       56.5       84.5       92.0:      15.5        8.0
Old  :     100.0:       7.5       33.8        1.6       75.4       56.5       84.5       92.0:      15.5        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        23         18         18         72         69        103         97:
Old  :       132:        23         18         18         72         69        103         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  :                 31.9       34.4       41.2       51.7       25.3       34.0       33.4       50.5
Old  :                 31.9       34.4       41.2       51.7       25.3       34.0       33.4       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :   537,428:    71,917     50,756    164,883    249,399    289,374    486,199    505,013:    51,229     32,415
Old  :   233,470:    55,096     47,652     53,028     98,095    115,788    206,218    216,467:    27,251     17,002
Other:   303,958:    77,955     64,237     50,722    151,304    173,586    279,981    288,545:    23,978     15,413
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    14,086:    -6,734     -1,534     19,366       -320     -3,906     12,313     13,926:     1,773        160
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4        9.4       30.7       46.4       53.8       90.5       94.0:       9.5        6.0
Old  :     100.0:      23.6       20.4       22.7       42.0       49.6       88.3       92.7:      11.7        7.3
Other:     100.0:      25.6       21.1       16.7       49.8       57.1       92.1       94.9:       7.9        5.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       293:        78         68        112        111        101        257        229:
Old  :       245:        74         43         73         98         87        202        176:
Other:       244:        53         79         78         85         75        195        177:
     :----------------------------------------------------------------------------------------------------
     :             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       22.0       18.9       30.6        8.7       15.8       12.8       22.6
Old  :                 12.4       23.0       21.1       32.1       10.6       21.7       17.2       30.6
Other:                 15.4       23.6       23.5       34.5       11.1       20.2       18.5       28.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,225:     2,139      1,541        842      4,082      5,469      7,063      7,851:     2,161      1,373
Old  :     3,928:       897        555        363      1,624      2,536      2,883      3,454:     1,045        474
Other:     5,297:     1,584      1,327        138      2,459      2,932      4,180      4,397:     1,116        899
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :       483:       197          3        155        220        343        572        502:       -89        -18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2       16.7        9.1       44.3       59.3       76.6       85.1:      23.4       14.9
Old  :     100.0:      22.8       14.1        9.2       41.3       64.6       73.4       87.9:      26.6       12.1
Other:     100.0:      29.9       25.1        2.6       46.4       55.4       78.9       83.0:      21.1       17.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        53:        17         12         10         12         17         35         36:
Old  :        38:        11          9          7          9         12         24         24:
Other:        42:        15         11          5          8         13         25         27:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 40.9       38.6       50.0       53.8       39.3       35.7       47.5       49.9
Old  :                 34.5       49.9       48.6       66.8       34.1       49.9       46.2       62.7
Other:                 52.5       44.0       65.0       62.5       52.5       43.9       64.8       62.3
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 2019                             
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,685,158:   914,951  1,064,213    127,773  2,441,845  2,371,169  3,484,569  3,563,155:   200,590    122,003
Old  : 3,685,158:   914,951  1,064,213    127,773  2,441,845  2,371,169  3,484,569  3,563,155:   200,590    122,003
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -75,024:   -81,566    -99,740     12,262    -15,820      8,469    -85,124    -79,009:    10,100      3,985
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       28.9        3.5       66.3       64.3       94.6       96.7:       5.4        3.3
Old  :     100.0:      24.8       28.9        3.5       66.3       64.3       94.6       96.7:       5.4        3.3
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  :       363:        72         60         56        167        146        269        232:
Old  :       363:        72         60         56        167        146        269        232:
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       29.0       38.7       44.5       24.6       28.1       38.1       43.2
Old  :                 24.8       29.0       38.7       44.5       24.6       28.1       38.1       43.2
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, June 18, 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  : 4,956,204:   600,047    947,504    785,055  3,081,414  2,780,921  4,466,515  4,513,480:   489,689    442,724
Old  : 4,956,204:   600,047    947,504    785,055  3,081,414  2,780,921  4,466,515  4,513,480:   489,689    442,724
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    38,209:   -31,163     -8,177     34,865     42,647     24,733     46,348     51,420:    -8,139    -13,211
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1       19.1       15.8       62.2       56.1       90.1       91.1:       9.9        8.9
Old  :     100.0:      12.1       19.1       15.8       62.2       56.1       90.1       91.1:       9.9        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  :       426:        92         73        100        220        215        355        345:
Old  :       426:        92         73        100        220        215        355        345:
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  :                 18.2       17.8       25.4       26.6       12.8       15.1       18.1       22.0
Old  :                 18.2       17.8       25.4       26.6       12.8       15.1       18.1       22.0
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, June 18, 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  :   741,109:   145,876    123,754      8,475    470,787    465,970    625,138    598,199:   115,971    142,910
Old  :   741,109:   145,876    123,754      8,475    470,787    465,970    625,138    598,199:   115,971    142,910
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    23,816:    -2,313     12,585        496     22,672     17,020     20,855     30,101:     2,961     -6,285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       16.7        1.1       63.5       62.9       84.4       80.7:      15.6       19.3
Old  :     100.0:      19.7       16.7        1.1       63.5       62.9       84.4       80.7:      15.6       19.3
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  :       105:        14         15         11         53         57         73         77:
Old  :       105:        14         15         11         53         57         73         77:
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  :                 26.1       29.9       39.6       40.6       23.7       28.4       36.7       37.0
Old  :                 26.1       29.9       39.6       40.6       23.7       28.4       36.7       37.0
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, June 18, 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  : 5,123,309:   794,143    787,743    432,103  3,535,698  3,555,829  4,761,944  4,775,674:   361,365    347,635
Old  : 5,123,309:   794,143    787,743    432,103  3,535,698  3,555,829  4,761,944  4,775,674:   361,365    347,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   110,731:     4,859    -27,980     34,363     58,824     90,910     98,047     97,293:    12,685     13,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5       15.4        8.4       69.0       69.4       92.9       93.2:       7.1        6.8
Old  :     100.0:      15.5       15.4        8.4       69.0       69.4       92.9       93.2:       7.1        6.8
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  :       334:        56         58         68        163        179        257        267:
Old  :       334:        56         58         68        163        179        257        267:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.0       24.0       40.6       34.7       19.9       21.4       29.7       29.7
Old  :                 30.0       24.0       40.6       34.7       19.9       21.4       29.7       29.7
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, June 18, 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  : 2,289,169:   365,701    439,143    467,120  1,422,140  1,327,664  2,254,961  2,233,927:    34,208     55,241
Old  : 2,289,169:   365,701    439,143    467,120  1,422,140  1,327,664  2,254,961  2,233,927:    34,208     55,241
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    13,005:    27,391    -17,959      6,161    -21,192     23,328     12,360     11,530:       645      1,475
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       19.2       20.4       62.1       58.0       98.5       97.6:       1.5        2.4
Old  :     100.0:      16.0       19.2       20.4       62.1       58.0       98.5       97.6:       1.5        2.4
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  :       173:        38         43         49         73         82        135        151:
Old  :       173:        38         43         49         73         82        135        151:
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  :                 29.3       23.7       46.8       37.0       21.6       13.4       31.9       22.0
Old  :                 29.3       23.7       46.8       37.0       21.6       13.4       31.9       22.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :    44,321:    14,402      6,016      1,347     20,113     26,457     35,862     33,820:     8,459     10,501
Old  :    44,321:    14,402      6,016      1,347     20,113     26,457     35,862     33,820:     8,459     10,501
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     6,466:     4,200       -943       -820      2,188      7,010      5,568      5,246:       898      1,219
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       13.6        3.0       45.4       59.7       80.9       76.3:      19.1       23.7
Old  :     100.0:      32.5       13.6        3.0       45.4       59.7       80.9       76.3:      19.1       23.7
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  :       100:        29         24         10         39         30         74         58:
Old  :       100:        29         24         10         39         30         74         58:
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  :                 23.4       31.6       36.9       44.4       21.7       28.1       32.8       38.8
Old  :                 23.4       31.6       36.9       44.4       21.7       28.1       32.8       38.8
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, June 18, 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  :    88,642:    28,803     12,031      2,694     40,226     52,914     71,723     67,639:    16,918     21,002
Old  :    88,642:    28,803     12,031      2,694     40,226     52,914     71,723     67,639:    16,918     21,002
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :    12,931:     8,401     -1,886     -1,641      4,376     14,020     11,136     10,493:     1,796      2,438
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5       13.6        3.0       45.4       59.7       80.9       76.3:      19.1       23.7
Old  :     100.0:      32.5       13.6        3.0       45.4       59.7       80.9       76.3:      19.1       23.7
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  :       100:        29         24         10         39         30         74         58:
Old  :       100:        29         24         10         39         30         74         58:
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  :                 23.4       31.6       36.9       44.4       21.7       28.1       32.8       38.8
Old  :                 23.4       31.6       36.9       44.4       21.7       28.1       32.8       38.8
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, June 18, 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  :    33,276:     2,491      1,224          0     28,285     28,233     30,776     29,457:     2,500      3,819
Old  :    33,276:     2,491      1,224          0     28,285     28,233     30,776     29,457:     2,500      3,819
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     4,928:       531       -686          0      3,406      4,075      3,937      3,389:       991      1,539
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5        3.7        0.0       85.0       84.8       92.5       88.5:       7.5       11.5
Old  :     100.0:       7.5        3.7        0.0       85.0       84.8       92.5       88.5:       7.5       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  :        26:         4          2          0         16         11         20         13:
Old  :        26:         4          2          0         16         11         20         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  :                 58.6       70.9       77.0       83.5       54.7       59.8       69.4       71.5
Old  :                 58.6       70.9       77.0       83.5       54.7       59.8       69.4       71.5
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, June 18, 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  :    41,724:    22,353     26,405     10,636      8,531      3,943     41,520     40,984:       204        740
Old  :    41,724:    22,353     26,405     10,636      8,531      3,943     41,520     40,984:       204        740
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     8,542:    -1,775     -2,095      8,684      1,613      1,878      8,522      8,467:        20         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.6       63.3       25.5       20.4        9.5       99.5       98.2:       0.5        1.8
Old  :     100.0:      53.6       63.3       25.5       20.4        9.5       99.5       98.2:       0.5        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        48:        26         16          5          5          4         34         22:
Old  :        48:        26         16          5          5          4         34         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.5       64.0       74.3       82.6       38.8       51.5       53.1       60.4
Old  :                 51.5       64.0       74.3       82.6       38.8       51.5       53.1       60.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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  :    16,375:     9,240      5,425         69      7,009      8,707     16,318     14,201:        57      2,174
Old  :    16,375:     9,240      5,425         69      7,009      8,707     16,318     14,201:        57      2,174
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -12,662:   -11,667        -26        -35       -993    -12,663    -12,695    -12,724:        33         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      56.4       33.1        0.4       42.8       53.2       99.7       86.7:       0.3       13.3
Old  :     100.0:      56.4       33.1        0.4       42.8       53.2       99.7       86.7:       0.3       13.3
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  :        31:         6          7          1          3         15         10         22:
Old  :        31:         6          7          1          3         15         10         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 91.2       42.0       99.1       67.8       91.2       41.6       99.0       67.4
Old  :                 91.2       42.0       99.1       67.8       91.2       41.6       99.0       67.4
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 with Delta-adjusted Options and Futures Combined, June 18, 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  :     9,925:     5,957      4,177          0      3,932      4,009      9,889      8,186:        36      1,739
Old  :     9,925:     5,957      4,177          0      3,932      4,009      9,889      8,186:        36      1,739
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :   -13,279:   -11,608     -1,103       -108     -1,517    -12,161    -13,233    -13,372:       -46         93
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      60.0       42.1        0.0       39.6       40.4       99.6       82.5:       0.4       17.5
Old  :     100.0:      60.0       42.1        0.0       39.6       40.4       99.6       82.5:       0.4       17.5
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  :        27:         5         11          0          2          9          7         20:
Old  :        27:         5         11          0          2          9          7         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  :                 89.7       47.9       99.6       71.8       89.7       47.9       99.6       71.8
Old  :                 89.7       47.9       99.6       71.8       89.7       47.9       99.6       71.8
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 with Delta-adjusted Options and Futures Combined, June 18, 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  :    49,243:    18,594     18,571     30,649          0          0     49,243     49,220:         0         23
Old  :    49,243:    18,594     18,571     30,649          0          0     49,243     49,220:         0         23
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: June 11, 2019                        :
     :     3,489:     3,436      3,399         70          0          0      3,506      3,469:       -17         20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.8       37.7       62.2        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      37.8       37.7       62.2        0.0        0.0      100.0      100.0:       0.0        0.0
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  :        24:         7         16          5          0          0          9         20:
Old  :        24:         7         16          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  :                 97.6       70.0       99.9       95.2       36.1       28.5       37.8       36.3
Old  :                 97.6       70.0       99.9       95.2       36.1       28.5       37.8       36.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated June 21, 2019