WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   445,985:   110,787     97,122    169,773    137,229    135,147    417,789    402,043:    28,196     43,942
Old  :   386,574:   105,993     91,970    141,749    116,362    117,139    364,103    350,857:    22,471     35,717
Other:    59,410:    18,667     19,025     14,151     20,867     18,009     53,686     51,185:     5,725      8,225
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :   -80,788:     5,746      4,499    -53,821    -30,418    -30,096    -78,493    -79,418:    -2,296     -1,371
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8       21.8       38.1       30.8       30.3       93.7       90.1:       6.3        9.9
Old  :     100.0:      27.4       23.8       36.7       30.1       30.3       94.2       90.8:       5.8        9.2
Other:     100.0:      31.4       32.0       23.8       35.1       30.3       90.4       86.2:       9.6       13.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       349:        96        120        132         92        104        272        281:
Old  :       345:       106        110        121         90        103        261        274:
Other:       141:        33         41         32         36         55         89        109:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       12.1       20.6       20.1        8.1        7.9       13.3       13.3
Old  :                 13.1       12.8       21.0       21.2        8.3        9.1       14.2       15.0
Other:                 30.5       26.7       47.2       38.4       26.0       19.0       38.0       27.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :    19,642:     5,908      1,948        975     11,931     15,868     18,814     18,791:       828        851
Old  :    19,642:     5,908      1,948        975     11,931     15,868     18,814     18,791:       828        851
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :       541:      -101        677        -49        693        -74        543        555:        -3        -14
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.1        9.9        5.0       60.7       80.8       95.8       95.7:       4.2        4.3
Old  :     100.0:      30.1        9.9        5.0       60.7       80.8       95.8       95.7:       4.2        4.3
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  :        27:         4          5          3          9         15         15         21:
Old  :        27:         4          5          3          9         15         15         21:
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  :                 68.1       50.4       86.1       73.0       51.0       42.4       61.8       54.1
Old  :                 68.1       50.4       86.1       73.0       51.0       42.4       61.8       54.1
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, August 27, 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  :   301,474:    70,566     92,351     74,265    129,165    115,559    273,995    282,174:    27,479     19,300
Old  :   279,906:    70,699     94,198     64,083    120,469    104,533    255,251    262,814:    24,654     17,092
Other:    21,568:     7,762      6,048      2,286      8,696     11,026     18,744     19,360:     2,825      2,208
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :   -15,426:       284       -596    -12,500     -1,491       -577    -13,706    -13,673:    -1,720     -1,753
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       30.6       24.6       42.8       38.3       90.9       93.6:       9.1        6.4
Old  :     100.0:      25.3       33.7       22.9       43.0       37.3       91.2       93.9:       8.8        6.1
Other:     100.0:      36.0       28.0       10.6       40.3       51.1       86.9       89.8:      13.1       10.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        93         59         73        104         87        227        193:
Old  :       277:        91         62         65        103         84        221        185:
Other:       114:        24         22         18         31         44         71         72:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 12.2       17.7       19.7       27.3        8.1       14.6       14.3       21.7
Old  :                 12.9       17.4       21.1       27.7        9.0       14.2       15.6       21.7
Other:                 27.7       53.8       44.0       68.3       27.7       53.7       42.6       64.7
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  : 2,032,700:   301,695    307,990    518,375    881,728    975,220  1,701,798  1,801,584:   330,902    231,116
Old  :   122,068:    10,547     28,156          0     84,103     83,607     94,650    111,763:    27,418     10,305
Other: 1,910,632:   316,371    305,057    493,152    797,625    891,613  1,607,148  1,689,821:   303,484    220,811
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :  -294,738:   -19,938     27,329   -196,769    -70,827   -116,136   -287,534   -285,576:    -7,204     -9,162
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.8       15.2       25.5       43.4       48.0       83.7       88.6:      16.3       11.4
Old  :     100.0:       8.6       23.1        0.0       68.9       68.5       77.5       91.6:      22.5        8.4
Other:     100.0:      16.6       16.0       25.8       41.7       46.7       84.1       88.4:      15.9       11.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       923:       229        151        236        461        419        802        707:
Old  :       392:        43         37          0        208        133        251        170:
Other:       918:       239        150        224        429        411        767        690:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.5        9.9       13.4       15.6        6.0        6.8       10.1       10.5
Old  :                 24.3       33.8       31.9       50.6       20.5       31.7       27.4       45.0
Other:                  8.0       10.3       14.3       16.0        6.5        7.2       10.7       11.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :     4,715:     2,092        340        113      1,149      3,465      3,354      3,918:     1,360        796
Old  :     4,713:     2,092        340        113      1,147      3,465      3,352      3,918:     1,360        794
Other:         2:         0          0          0          2          0          2          0:         0          2
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :       -73:        31         31         -8          5        -80         27        -57:      -101        -16
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.4        7.2        2.4       24.4       73.5       71.1       83.1:      28.9       16.9
Old  :     100.0:      44.4        7.2        2.4       24.3       73.5       71.1       83.1:      28.9       16.9
Other:     100.0:       0.0        0.0        0.0      100.0        0.0      100.0        0.0:       0.0      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         8          4          3          7          9         18         13:
Old  :        24:         8          4          3          7          9         18         13:
Other:         1:         0          0          0          1          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  :                 39.3       56.3       55.8       79.0       38.9       51.9       54.0       72.7
Old  :                 39.3       56.3       55.8       79.1       38.9       51.9       54.0       72.7
Other:                100.0        0.0      100.0        0.0      100.0        0.0      100.0        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   748,556:   133,667    175,495    212,048    345,858    288,811    691,573    676,354:    56,983     72,202
Old  :   726,969:   133,798    176,288    203,341    334,591    279,627    671,730    659,256:    55,240     67,713
Other:    21,586:     5,969      5,307      2,607     11,267      9,184     19,843     17,098:     1,743      4,489
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :   -28,024:     1,953      1,874    -16,543    -14,777    -12,051    -29,368    -26,720:     1,344     -1,304
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.9       23.4       28.3       46.2       38.6       92.4       90.4:       7.6        9.6
Old  :     100.0:      18.4       24.2       28.0       46.0       38.5       92.4       90.7:       7.6        9.3
Other:     100.0:      27.7       24.6       12.1       52.2       42.5       91.9       79.2:       8.1       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       565:       167        136        203        193        201        467        456:
Old  :       565:       170        137        197        192        199        464        450:
Other:       166:        28         41         26         33         81         78        133:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.4        9.8       18.5       17.6        8.0        8.2       14.1       13.8
Old  :                 10.3       10.0       18.5       17.9        8.2        8.3       14.3       14.0
Other:                 34.8       27.8       51.8       38.3       34.8       25.8       51.3       34.2
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   496,033:   112,373     93,904    120,699    228,095    255,351    461,166    469,955:    34,866     26,078
Old  :    18,697:     6,596      3,734         62     10,663     13,861     17,321     17,657:     1,376      1,040
Other:   477,336:   115,446     99,839    110,968    217,432    241,490    443,845    452,298:    33,490     25,038
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :    -4,103:    -4,951     10,908     -5,764      9,061     -6,575     -1,654     -1,431:    -2,449     -2,671
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       18.9       24.3       46.0       51.5       93.0       94.7:       7.0        5.3
Old  :     100.0:      35.3       20.0        0.3       57.0       74.1       92.6       94.4:       7.4        5.6
Other:     100.0:      24.2       20.9       23.2       45.6       50.6       93.0       94.8:       7.0        5.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:        96         88        134         91         89        277        257:
Old  :        93:        27         17          2         28         23         56         41:
Other:       332:       101        102        129         88         85        272        250:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 13.4       21.5       20.4       29.3       11.8       19.7       17.5       25.6
Old  :                 31.8       40.6       49.2       57.3       31.8       37.1       45.4       52.6
Other:                 13.9       21.9       21.1       29.6       12.3       20.5       18.4       26.3
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  : 1,206,777:   127,944    179,294    158,442    710,391    686,697    996,777  1,024,433:   210,000    182,344
Old  : 1,206,777:   127,944    179,294    158,442    710,391    686,697    996,777  1,024,433:   210,000    182,344
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :  -154,133:    -2,050     11,553   -107,231    -59,392    -71,452   -168,673   -167,130:    14,540     12,998
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       14.9       13.1       58.9       56.9       82.6       84.9:      17.4       15.1
Old  :     100.0:      10.6       14.9       13.1       58.9       56.9       82.6       84.9:      17.4       15.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       194:        42         38         51         95         88        161        154:
Old  :       194:        42         38         51         95         88        161        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  :                 19.5       24.1       26.8       33.6       13.8       19.8       19.7       26.5
Old  :                 19.5       24.1       26.8       33.6       13.8       19.8       19.7       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, August 27, 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  : 1,225,332:   105,770    409,451     45,529    869,003    651,259  1,020,302  1,106,239:   205,030    119,093
Old  : 1,225,332:   105,770    409,451     45,529    869,003    651,259  1,020,302  1,106,239:   205,030    119,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :     9,878:    -6,342     -9,579    -12,918     11,515     10,159     -7,746    -12,339:    17,625     22,217
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       33.4        3.7       70.9       53.1       83.3       90.3:      16.7        9.7
Old  :     100.0:       8.6       33.4        3.7       70.9       53.1       83.3       90.3:      16.7        9.7
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  :       122:        20         19         20         75         67        102         99:
Old  :       122:        20         19         20         75         67        102         99:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.6       31.3       40.0       49.8       23.9       29.5       33.5       44.5
Old  :                 28.6       31.3       40.0       49.8       23.9       29.5       33.5       44.5
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, August 27, 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  :   474,296:    71,739     87,105    117,488    236,360    238,727    425,586    443,319:    48,709     30,976
Old  :    22,189:     1,402      9,815          8     17,233     10,444     18,643     20,267:     3,546      1,922
Other:   452,107:    79,836     86,789    107,981    219,127    228,283    406,943    423,052:    45,163     29,054
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :    -7,379:      -141       -294     -6,930      2,457      1,369     -4,613     -5,855:    -2,766     -1,524
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1       18.4       24.8       49.8       50.3       89.7       93.5:      10.3        6.5
Old  :     100.0:       6.3       44.2        0.0       77.7       47.1       84.0       91.3:      16.0        8.7
Other:     100.0:      17.7       19.2       23.9       48.5       50.5       90.0       93.6:      10.0        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        72         68         95        124         97        253        221:
Old  :       104:        12         16          1         42         41         55         57:
Other:       297:        78         70         94        118         89        247        211:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.1       18.6       16.9       26.7        8.9       15.3       13.6       20.8
Old  :                 37.5       41.5       57.5       55.9       37.5       40.8       57.5       55.2
Other:                 10.9       19.2       17.0       27.5        9.1       16.3       14.0       22.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :    10,003:       668      2,882      1,582      6,421      4,593      8,671      9,057:     1,332        946
Old  :    10,003:       668      2,882      1,582      6,421      4,593      8,671      9,057:     1,332        946
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :      -436:      -291        470       -310        589       -415        -12       -255:      -424       -181
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.7       28.8       15.8       64.2       45.9       86.7       90.5:      13.3        9.5
Old  :     100.0:       6.7       28.8       15.8       64.2       45.9       86.7       90.5:      13.3        9.5
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  :        55:        16         16         14         16         14         37         40:
Old  :        55:        16         16         14         16         14         37         40:
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  :                 51.0       35.8       63.4       50.9       49.5       35.6       56.5       49.3
Old  :                 51.0       35.8       63.4       50.9       49.5       35.6       56.5       49.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  : 3,732,119:   850,638  1,120,419    219,283  2,365,298  2,173,235  3,435,218  3,512,937:   296,901    219,182
Old  : 3,732,119:   850,638  1,120,419    219,283  2,365,298  2,173,235  3,435,218  3,512,937:   296,901    219,182
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :  -262,269:  -100,084   -165,420   -119,315   -110,390    -68,951   -329,789   -353,686:    67,521     91,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       30.0        5.9       63.4       58.2       92.0       94.1:       8.0        5.9
Old  :     100.0:      22.8       30.0        5.9       63.4       58.2       92.0       94.1:       8.0        5.9
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  :       357:        80         54         67        181        143        296        229:
Old  :       357:        80         54         67        181        143        296        229:
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  :                 20.6       28.7       31.7       45.5       20.3       27.7       30.9       44.1
Old  :                 20.6       28.7       31.7       45.5       20.3       27.7       30.9       44.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  : 4,581,377:   582,198    891,296    670,846  2,776,423  2,550,632  4,029,467  4,112,775:   551,911    468,603
Old  : 4,581,377:   582,198    891,296    670,846  2,776,423  2,550,632  4,029,467  4,112,775:   551,911    468,603
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :  -726,566:   -12,268    -55,823   -318,711   -458,614   -389,147   -789,593   -763,681:    63,027     37,115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.7       19.5       14.6       60.6       55.7       88.0       89.8:      12.0       10.2
Old  :     100.0:      12.7       19.5       14.6       60.6       55.7       88.0       89.8:      12.0       10.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:        76         71         92        200        185        323        301:
Old  :       381:        76         71         92        200        185        323        301:
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  :                 16.5       17.6       22.9       27.4       12.4       14.4       18.2       20.8
Old  :                 16.5       17.6       22.9       27.4       12.4       14.4       18.2       20.8
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, August 27, 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  :   882,468:   115,484    139,866     43,222    598,934    521,742    757,640    704,830:   124,828    177,638
Old  :   882,468:   115,484    139,866     43,222    598,934    521,742    757,640    704,830:   124,828    177,638
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :    82,956:    -1,961     -4,992     27,924     50,325     39,942     76,288     62,874:     6,668     20,082
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       15.8        4.9       67.9       59.1       85.9       79.9:      14.1       20.1
Old  :     100.0:      13.1       15.8        4.9       67.9       59.1       85.9       79.9:      14.1       20.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       111:        16         16         17         61         65         86         90:
Old  :       111:        16         16         17         61         65         86         90:
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  :                 25.8       22.7       41.0       32.5       23.8       19.7       33.4       26.0
Old  :                 25.8       22.7       41.0       32.5       23.8       19.7       33.4       26.0
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, August 27, 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  : 4,852,944:   762,350    835,202    451,378  3,240,313  3,111,926  4,454,041  4,398,506:   398,903    454,438
Old  : 4,852,944:   762,350    835,202    451,378  3,240,313  3,111,926  4,454,041  4,398,506:   398,903    454,438
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :  -355,642:       927     -5,066   -209,241   -154,660   -192,778   -362,973   -407,084:     7,331     51,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       17.2        9.3       66.8       64.1       91.8       90.6:       8.2        9.4
Old  :     100.0:      15.7       17.2        9.3       66.8       64.1       91.8       90.6:       8.2        9.4
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  :       322:        57         56         70        162        158        254        249:
Old  :       322:        57         56         70        162        158        254        249:
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  :                 28.2       21.1       38.0       30.2       17.8       16.5       26.7       23.2
Old  :                 28.2       21.1       38.0       30.2       17.8       16.5       26.7       23.2
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, August 27, 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  : 2,226,772:   363,191    408,782    426,509  1,389,560  1,337,718  2,179,261  2,173,009:    47,511     53,763
Old  : 2,226,772:   363,191    408,782    426,509  1,389,560  1,337,718  2,179,261  2,173,009:    47,511     53,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :   299,787:    97,915    103,136     51,285    144,240    138,871    293,441    293,292:     6,346      6,495
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       18.4       19.2       62.4       60.1       97.9       97.6:       2.1        2.4
Old  :     100.0:      16.3       18.4       19.2       62.4       60.1       97.9       97.6:       2.1        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  :       176:        50         40         56         71         75        147        147:
Old  :       176:        50         40         56         71         75        147        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  :                 30.3       21.5       46.5       35.5       20.1       13.7       28.5       22.7
Old  :                 30.3       21.5       46.5       35.5       20.1       13.7       28.5       22.7
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, August 27, 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  :    40,644:    20,444      2,918        481     12,478     28,421     33,403     31,820:     7,241      8,825
Old  :    40,644:    20,444      2,918        481     12,478     28,421     33,403     31,820:     7,241      8,825
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :      -910:      -628        120       -204       -129     -1,619       -960     -1,703:        51        793
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3        7.2        1.2       30.7       69.9       82.2       78.3:      17.8       21.7
Old  :     100.0:      50.3        7.2        1.2       30.7       69.9       82.2       78.3:      17.8       21.7
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  :        85:        26         11          7         26         32         54         48:
Old  :        85:        26         11          7         26         32         54         48:
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  :                 35.8       35.4       47.2       51.1       35.7       33.5       46.8       49.1
Old  :                 35.8       35.4       47.2       51.1       35.7       33.5       46.8       49.1
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, August 27, 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  :    81,289:    40,888      5,835        962     24,957     56,842     66,807     63,639:    14,482     17,649
Old  :    81,289:    40,888      5,835        962     24,957     56,842     66,807     63,639:    14,482     17,649
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :    -1,819:    -1,255        240       -407       -258     -3,238     -1,921     -3,405:       102      1,586
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.3        7.2        1.2       30.7       69.9       82.2       78.3:      17.8       21.7
Old  :     100.0:      50.3        7.2        1.2       30.7       69.9       82.2       78.3:      17.8       21.7
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  :        85:        26         11          7         26         32         54         48:
Old  :        85:        26         11          7         26         32         54         48:
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  :                 35.8       35.4       47.2       51.1       35.7       33.5       46.8       49.1
Old  :                 35.8       35.4       47.2       51.1       35.7       33.5       46.8       49.1
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, August 27, 2019                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    39,017:     3,103      1,739          0     33,731     35,957     36,834     37,696:     2,183      1,321
Old  :    39,017:     3,103      1,739          0     33,731     35,957     36,834     37,696:     2,183      1,321
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :      -428:     1,191         14          0      5,680      1,424      6,871      1,438:    -7,299     -1,866
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        4.5        0.0       86.5       92.2       94.4       96.6:       5.6        3.4
Old  :     100.0:       8.0        4.5        0.0       86.5       92.2       94.4       96.6:       5.6        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         3          3          0         11         10         14         13:
Old  :        24:         3          3          0         11         10         14         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  :                 73.3       76.3       87.1       92.3       72.5       76.3       85.7       91.6
Old  :                 73.3       76.3       87.1       92.3       72.5       76.3       85.7       91.6
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, August 27, 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  :    26,705:    17,800     21,568      1,903      6,817      3,218     26,520     26,689:       185         16
Old  :    26,705:    17,800     21,568      1,903      6,817      3,218     26,520     26,689:       185         16
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :       303:       254        807         24         15       -507        293        324:        10        -21
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.7       80.8        7.1       25.5       12.1       99.3       99.9:       0.7        0.1
Old  :     100.0:      66.7       80.8        7.1       25.5       12.1       99.3       99.9:       0.7        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:        24         16          5          4          4         31         22:
Old  :        46:        24         16          5          4          4         31         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  :                 57.2       66.8       83.6       84.0       54.2       66.8       73.8       77.7
Old  :                 57.2       66.8       83.6       84.0       54.2       66.8       73.8       77.7
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, August 27, 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  :    27,486:    22,264      4,952         57      5,141     20,234     27,462     25,243:        24      2,243
Old  :    27,486:    22,264      4,952         57      5,141     20,234     27,462     25,243:        24      2,243
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :       543:    -1,437         95        -10      1,999       -177        552        -92:        -9        635
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      81.0       18.0        0.2       18.7       73.6       99.9       91.8:       0.1        8.2
Old  :     100.0:      81.0       18.0        0.2       18.7       73.6       99.9       91.8:       0.1        8.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         8          6          1          3         15         12         21:
Old  :        32:         8          6          1          3         15         12         21:
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  :                 97.5       63.1       99.2       79.2       97.5       62.9       99.2       79.0
Old  :                 97.5       63.1       99.2       79.2       97.5       62.9       99.2       79.0
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, August 27, 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  :     9,052:     3,162      3,045          0      5,855      3,778      9,017      6,823:        35      2,229
Old  :     9,052:     3,162      3,045          0      5,855      3,778      9,017      6,823:        35      2,229
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :      -632:      -615       -483          0          0       -277       -615       -760:       -17        128
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.9       33.6        0.0       64.7       41.7       99.6       75.4:       0.4       24.6
Old  :     100.0:      34.9       33.6        0.0       64.7       41.7       99.6       75.4:       0.4       24.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         4          8          0          3          8          7         16:
Old  :        23:         4          8          0          3          8          7         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 88.9       52.1       99.6       70.6       88.9       52.1       99.6       70.6
Old  :                 88.9       52.1       99.6       70.6       88.9       52.1       99.6       70.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                              Code-343601
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 27, 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  :   112,844:    82,696     82,447     30,148          0        225    112,844    112,820:         0         24
Old  :   112,844:    82,696     82,447     30,148          0        225    112,844    112,820:         0         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      73.3       73.1       26.7        0.0        0.2      100.0      100.0:       0.0        0.0
Old  :     100.0:      73.3       73.1       26.7        0.0        0.2      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  :        20:         8         11          3          0          1         11         12:
Old  :        20:         8         11          3          0          1         11         12:
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  :                 80.3       99.2       99.3       99.7       71.3       72.5       73.3       73.0
Old  :                 80.3       99.2       99.3       99.7       71.3       72.5       73.3       73.0
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, August 27, 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  :    48,740:    17,776     17,738     30,964          0          0     48,740     48,702:         0         38
Old  :    48,740:    17,776     17,738     30,964          0          0     48,740     48,702:         0         38
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: August 20, 2019                      :
     :      -108:         0          6       -108          0          0       -108       -102:         0         -6
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.5       36.4       63.5        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      36.5       36.4       63.5        0.0        0.0      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         4         19          5          0          0          7         22:
Old  :        24:         4         19          5          0          0          7         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  :                 96.4       74.8      100.0       93.4       36.5       24.5       36.5       33.0
Old  :                 96.4       74.8      100.0       93.4       36.5       24.5       36.5       33.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated August 30, 2019