WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :   468,623:   100,881    101,443    196,386    143,563    128,956    440,830    426,785:    27,793     41,838
Old  :   397,829:   101,506     96,832    160,173    114,031    107,136    375,710    364,141:    22,120     33,689
Other:    70,793:    19,215     24,452     16,372     29,533     21,820     65,120     62,644:     5,673      8,149
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    21,959:    -2,631        743     17,543      7,283      3,215     22,196     21,501:      -236        458
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.5       21.6       41.9       30.6       27.5       94.1       91.1:       5.9        8.9
Old  :     100.0:      25.5       24.3       40.3       28.7       26.9       94.4       91.5:       5.6        8.5
Other:     100.0:      27.1       34.5       23.1       41.7       30.8       92.0       88.5:       8.0       11.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       340:       104        108        124         91        103        261        278:
Old  :       327:       102        106        115         87         99        247        264:
Other:       156:        40         43         34         41         59        103        115:
     :----------------------------------------------------------------------------------------------------
     :             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       10.9       20.2       18.5        7.0        7.7       11.4       12.5
Old  :                 11.3       11.5       19.8       20.1        7.5        8.6       12.6       14.1
Other:                 27.0       25.8       45.4       38.5       23.8       20.4       37.4       29.2
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :    16,073:     7,695      2,146        768      6,853     12,864     15,316     15,778:       757        295
Old  :    16,073:     7,695      2,146        768      6,853     12,864     15,316     15,778:       757        295
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :       245:      -126         46         91        236        109        201        246:        44         -1
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      47.9       13.4        4.8       42.6       80.0       95.3       98.2:       4.7        1.8
Old  :     100.0:      47.9       13.4        4.8       42.6       80.0       95.3       98.2:       4.7        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  :        25:         4          5          2         11         13         16         19:
Old  :        25:         4          5          2         11         13         16         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  :                 60.7       60.2       78.2       79.8       55.3       47.5       67.4       63.0
Old  :                 60.7       60.2       78.2       79.8       55.3       47.5       67.4       63.0
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, October 01, 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  :   331,819:    80,638     92,408    105,552    114,981    115,345    301,170    313,305:    30,649     18,514
Old  :   297,679:    80,823     91,503     92,736     97,968     97,543    271,526    281,782:    26,152     15,897
Other:    34,140:     9,252     10,342      3,379     17,013     17,801     29,644     31,522:     4,496      2,618
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    11,760:     5,642       -290      6,269     -1,084      6,187     10,826     12,166:       934       -405
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       27.8       31.8       34.7       34.8       90.8       94.4:       9.2        5.6
Old  :     100.0:      27.2       30.7       31.2       32.9       32.8       91.2       94.7:       8.8        5.3
Other:     100.0:      27.1       30.3        9.9       49.8       52.1       86.8       92.3:      13.2        7.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       287:       102         54         74        108         87        240        190:
Old  :       283:       100         53         69        106         81        231        182:
Other:       124:        29         20         19         36         50         77         79:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       16.8       18.4       26.9        7.7       13.5       13.3       20.6
Old  :                 11.8       15.9       19.9       27.0        8.2       12.5       14.4       20.6
Other:                 24.1       50.6       37.8       67.0       24.1       50.6       37.1       61.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  : 2,042,308:   290,775    364,133    578,392    820,824    886,797  1,689,990  1,829,322:   352,318    212,987
Old  : 1,890,785:   276,472    373,419    529,882    747,147    816,340  1,553,502  1,719,641:   337,283    171,143
Other:   151,524:    47,028     23,439     15,784     73,676     70,457    136,488    109,681:    15,035     41,843
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    29,507:    14,379    -22,665     20,303    -14,883     32,856     19,799     30,494:     9,708       -987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.2       17.8       28.3       40.2       43.4       82.7       89.6:      17.3       10.4
Old  :     100.0:      14.6       19.7       28.0       39.5       43.2       82.2       90.9:      17.8        9.1
Other:     100.0:      31.0       15.5       10.4       48.6       46.5       90.1       72.4:       9.9       27.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       898:       209        170        239        431        406        768        694:
Old  :       897:       218        167        225        426        400        758        679:
Other:       420:        65         58         39        101        246        182        329:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.8        8.9       13.9       15.3        5.2        5.1        8.8        9.1
Old  :                  7.9        9.1       13.7       15.8        5.2        5.0        8.6        9.0
Other:                 22.0       15.9       35.8       25.5       20.7       15.6       34.1       25.1
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :     5,725:     2,190        390        127      1,643      4,443      3,961      4,960:     1,764        764
Old  :     5,716:     2,190        390        127      1,640      4,443      3,958      4,960:     1,758        755
Other:         9:         0          0          0          3          0          3          0:         6          9
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :        12:       -79        103         13         58        -83         -7         33:        20        -20
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.3        6.8        2.2       28.7       77.6       69.2       86.6:      30.8       13.4
Old  :     100.0:      38.3        6.8        2.2       28.7       77.7       69.2       86.8:      30.8       13.2
Other:     100.0:       0.0        0.0        0.0       33.3        0.0       33.3        0.0:      66.7      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         9          4          3          8          9         19         14:
Old  :        25:         9          4          3          8          9         19         14:
Other:         2:         0          0          0          2          0          2          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.3       58.3       51.8       79.7       33.7       48.8       46.4       66.1
Old  :                 37.4       58.4       51.9       79.8       33.8       48.9       46.5       66.3
Other:                 33.3        0.0       33.3        0.0       33.3        0.0       33.3        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :   850,859:   150,892    123,576    248,258    381,915    408,513    781,065    780,347:    69,794     70,512
Old  :   804,851:   148,622    127,678    225,218    364,693    388,270    738,533    741,165:    66,318     63,685
Other:    46,008:    13,362      6,990     11,948     17,222     20,243     42,532     39,181:     3,476      6,827
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    45,379:    17,108    -18,541     12,230     10,944     50,649     40,283     44,338:     5,097      1,041
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.7       14.5       29.2       44.9       48.0       91.8       91.7:       8.2        8.3
Old  :     100.0:      18.5       15.9       28.0       45.3       48.2       91.8       92.1:       8.2        7.9
Other:     100.0:      29.0       15.2       26.0       37.4       44.0       92.4       85.2:       7.6       14.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       590:       170        136        214        213        216        506        465:
Old  :       588:       169        144        207        210        213        499        457:
Other:       219:        53         38         30         46        102        112        159:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.6       10.7       18.4       19.2        8.3        8.3       13.6       13.7
Old  :                 10.7       10.7       18.5       19.3        8.5        8.3       14.1       14.0
Other:                 23.7       27.7       40.8       41.5       23.7       22.9       36.8       31.0
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :   512,020:   108,420     70,016    150,869    213,988    262,909    473,278    483,795:    38,742     28,225
Old  :   498,414:   109,258     72,584    143,304    208,982    255,654    461,544    471,542:    36,870     26,872
Other:    13,606:     4,205      2,475      2,523      5,006      7,255     11,734     12,253:     1,872      1,353
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :   -14,573:    -8,686      2,266     -3,489     -3,955    -13,197    -16,130    -14,420:     1,557       -153
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.2       13.7       29.5       41.8       51.3       92.4       94.5:       7.6        5.5
Old  :     100.0:      21.9       14.6       28.8       41.9       51.3       92.6       94.6:       7.4        5.4
Other:     100.0:      30.9       18.2       18.5       36.8       53.3       86.2       90.1:      13.8        9.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       334:       108         71        139         88         80        278        249:
Old  :       334:       106         77        136         88         79        278        245:
Other:        61:        12         12         14         23         15         42         37:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.3       22.3       19.1       29.1       11.2       21.5       16.4       27.1
Old  :                 12.6       22.2       19.6       29.0       11.6       21.3       16.8       27.1
Other:                 34.3       39.0       54.2       57.0       28.3       38.5       42.3       52.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  : 1,178,348:   111,893    188,437    134,220    749,485    701,882    995,598  1,024,539:   182,750    153,808
Old  : 1,178,348:   111,893    188,437    134,220    749,485    701,882    995,598  1,024,539:   182,750    153,808
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    -8,815:    -5,083      8,679     -5,337      1,808     -8,507     -8,612     -5,165:      -203     -3,650
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.5       16.0       11.4       63.6       59.6       84.5       86.9:      15.5       13.1
Old  :     100.0:       9.5       16.0       11.4       63.6       59.6       84.5       86.9:      15.5       13.1
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  :       192:        39         36         45         94         91        155        150:
Old  :       192:        39         36         45         94         91        155        150:
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  :                 22.0       25.0       30.4       34.9       16.5       21.6       23.4       29.0
Old  :                 22.0       25.0       30.4       34.9       16.5       21.6       23.4       29.0
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, October 01, 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  : 1,134,481:   121,941    394,248     11,060    826,813    635,882    959,815  1,041,190:   174,666     93,291
Old  : 1,134,481:   121,941    394,248     11,060    826,813    635,882    959,815  1,041,190:   174,666     93,291
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    -4,139:    -4,394     -4,693     -2,305      2,518    -14,335     -4,181    -21,333:        42     17,194
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.7       34.8        1.0       72.9       56.1       84.6       91.8:      15.4        8.2
Old  :     100.0:      10.7       34.8        1.0       72.9       56.1       84.6       91.8:      15.4        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  :       133:        22         19         14         75         66        101         95:
Old  :       133:        22         19         14         75         66        101         95:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 27.4       35.2       39.4       53.8       23.5       33.8       33.9       49.6
Old  :                 27.4       35.2       39.4       53.8       23.5       33.8       33.9       49.6
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, October 01, 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  :   446,938:    78,299     93,897    111,759    202,646    212,231    392,703    417,887:    54,235     29,051
Old  :   433,510:    79,224     93,979    104,592    197,081    207,572    380,898    406,143:    52,611     27,366
Other:    13,428:     2,039      2,883      4,201      5,564      4,659     11,805     11,744:     1,623      1,685
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :   -18,348:     5,591     -7,030     -7,672    -17,750     -3,721    -19,831    -18,423:     1,483         75
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.5       21.0       25.0       45.3       47.5       87.9       93.5:      12.1        6.5
Old  :     100.0:      18.3       21.7       24.1       45.5       47.9       87.9       93.7:      12.1        6.3
Other:     100.0:      15.2       21.5       31.3       41.4       34.7       87.9       87.5:      12.1       12.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       302:        85         69        101        111         92        254        218:
Old  :       301:        88         67         99        111         91        254        214:
Other:        74:        15         15         16         33         15         57         39:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.6       18.4       15.8       26.5        9.1       16.3       14.2       22.3
Old  :                  9.6       19.0       15.5       27.1        9.2       17.1       14.4       23.2
Other:                 34.6       30.5       54.6       49.7       25.0       22.3       37.3       33.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :    11,642:     2,496      1,858      1,577      5,674      7,085      9,747     10,520:     1,895      1,121
Old  :    11,642:     2,496      1,858      1,577      5,674      7,085      9,747     10,520:     1,895      1,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :       -46:      -321         70        128        107       -198        -85          1:        39        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4       16.0       13.5       48.7       60.9       83.7       90.4:      16.3        9.6
Old  :     100.0:      21.4       16.0       13.5       48.7       60.9       83.7       90.4:      16.3        9.6
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  :        52:        12         17         13         14         17         39         35:
Old  :        52:        12         17         13         14         17         39         35:
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  :                 41.3       40.2       52.2       57.9       40.6       38.4       50.6       53.5
Old  :                 41.3       40.2       52.2       57.9       40.6       38.4       50.6       53.5
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, October 01, 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  : 3,765,989: 1,170,649  1,209,339     79,086  2,303,594  2,392,127  3,553,330  3,680,552:   212,659     85,437
Old  : 3,765,989: 1,170,649  1,209,339     79,086  2,303,594  2,392,127  3,553,330  3,680,552:   212,659     85,437
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    60,505:    94,142      1,185     -4,828    -45,254     82,530     44,060     78,887:    16,445    -18,382
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.1       32.1        2.1       61.2       63.5       94.4       97.7:       5.6        2.3
Old  :     100.0:      31.1       32.1        2.1       61.2       63.5       94.4       97.7:       5.6        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       370:        88         53         55        177        144        291        226:
Old  :       370:        88         53         55        177        144        291        226:
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  :                 23.3       32.8       37.2       47.2       23.2       32.0       36.9       46.1
Old  :                 23.3       32.8       37.2       47.2       23.2       32.0       36.9       46.1
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, October 01, 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  : 4,375,846:   585,178    797,489    570,672  2,745,994  2,597,593  3,901,845  3,965,754:   474,002    410,092
Old  : 4,375,846:   585,178    797,489    570,672  2,745,994  2,597,593  3,901,845  3,965,754:   474,002    410,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    52,009:    18,015    -21,454     -6,016     32,681     67,655     44,680     40,185:     7,330     11,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       18.2       13.0       62.8       59.4       89.2       90.6:      10.8        9.4
Old  :     100.0:      13.4       18.2       13.0       62.8       59.4       89.2       90.6:      10.8        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  :       396:        83         65         86        206        193        327        306:
Old  :       396:        83         65         86        206        193        327        306:
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  :                 18.1       15.1       25.6       25.8       11.4       11.7       16.9       18.4
Old  :                 18.1       15.1       25.6       25.8       11.4       11.7       16.9       18.4
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, October 01, 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  :   817,083:   139,479    148,207     10,793    553,459    497,524    703,731    656,524:   113,352    160,559
Old  :   817,083:   139,479    148,207     10,793    553,459    497,524    703,731    656,524:   113,352    160,559
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    -6,234:    -3,768    -11,756     -1,426      5,909      8,724        715     -4,458:    -6,949     -1,776
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.1       18.1        1.3       67.7       60.9       86.1       80.3:      13.9       19.7
Old  :     100.0:      17.1       18.1        1.3       67.7       60.9       86.1       80.3:      13.9       19.7
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  :       112:        15         16         13         57         67         80         88:
Old  :       112:        15         16         13         57         67         80         88:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.5       22.3       43.9       34.1       27.4       18.5       39.8       28.4
Old  :                 28.5       22.3       43.9       34.1       27.4       18.5       39.8       28.4
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, October 01, 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  : 4,534,839:   762,958    763,700    264,880  3,186,213  3,193,464  4,214,050  4,222,043:   320,789    312,796
Old  : 4,534,839:   762,958    763,700    264,880  3,186,213  3,193,464  4,214,050  4,222,043:   320,789    312,796
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :    95,032:    50,800    -12,246     -4,195     47,999    125,460     94,604    109,019:       428    -13,987
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       16.8        5.8       70.3       70.4       92.9       93.1:       7.1        6.9
Old  :     100.0:      16.8       16.8        5.8       70.3       70.4       92.9       93.1:       7.1        6.9
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  :       329:        62         52         64        158        159        250        245:
Old  :       329:        62         52         64        158        159        250        245:
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  :                 31.3       24.0       43.0       35.1       19.9       19.1       31.6       27.3
Old  :                 31.3       24.0       43.0       35.1       19.9       19.1       31.6       27.3
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, October 01, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 1,976,964:   469,645    276,966    380,244  1,088,386  1,274,331  1,938,275  1,931,541:    38,689     45,423
Old  : 1,976,964:   469,645    276,966    380,244  1,088,386  1,274,331  1,938,275  1,931,541:    38,689     45,423
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :  -116,606:     5,392     12,330    -19,762    -98,757    -88,999   -113,128    -96,431:    -3,478    -20,174
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.8       14.0       19.2       55.1       64.5       98.0       97.7:       2.0        2.3
Old  :     100.0:      23.8       14.0       19.2       55.1       64.5       98.0       97.7:       2.0        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       159:        38         36         48         65         75        127        136:
Old  :       159:        38         36         48         65         75        127        136:
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  :                 29.4       24.8       47.0       42.0       20.8       13.6       29.3       21.2
Old  :                 29.4       24.8       47.0       42.0       20.8       13.6       29.3       21.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :    52,109:    26,941      4,062      1,109     16,348     38,253     44,398     43,423:     7,712      8,687
Old  :    52,109:    26,941      4,062      1,109     16,348     38,253     44,398     43,423:     7,712      8,687
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     1,663:        -8        246        255        795        693      1,042      1,194:       622        470
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        7.8        2.1       31.4       73.4       85.2       83.3:      14.8       16.7
Old  :     100.0:      51.7        7.8        2.1       31.4       73.4       85.2       83.3:      14.8       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  :        92:        29         17          7         26         31         57         53:
Old  :        92:        29         17          7         26         31         57         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       44.3       54.1       57.5       39.3       43.3       53.0       56.5
Old  :                 40.4       44.3       54.1       57.5       39.3       43.3       53.0       56.5
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, October 01, 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  :   104,219:    53,882      8,123      2,217     32,696     76,505     88,796     86,845:    15,423     17,373
Old  :   104,219:    53,882      8,123      2,217     32,696     76,505     88,796     86,845:    15,423     17,373
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     3,327:       -16        492        509      1,590      1,386      2,083      2,387:     1,243        940
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.7        7.8        2.1       31.4       73.4       85.2       83.3:      14.8       16.7
Old  :     100.0:      51.7        7.8        2.1       31.4       73.4       85.2       83.3:      14.8       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  :        92:        29         17          7         26         31         57         53:
Old  :        92:        29         17          7         26         31         57         53:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.4       44.3       54.1       57.5       39.3       43.3       53.0       56.5
Old  :                 40.4       44.3       54.1       57.5       39.3       43.3       53.0       56.5
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, October 01, 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  :    42,487:     3,956      1,090          0     36,727     39,444     40,683     40,534:     1,804      1,953
Old  :    42,487:     3,956      1,090          0     36,727     39,444     40,683     40,534:     1,804      1,953
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     1,314:      -573        302          0      1,643       -108      1,070        194:       244      1,120
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.3        2.6        0.0       86.4       92.8       95.8       95.4:       4.2        4.6
Old  :     100.0:       9.3        2.6        0.0       86.4       92.8       95.8       95.4:       4.2        4.6
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  :        28:         4          2          0         12         12         16         14:
Old  :        28:         4          2          0         12         12         16         14:
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  :                 69.0       74.4       87.1       90.1       69.0       74.4       86.8       90.1
Old  :                 69.0       74.4       87.1       90.1       69.0       74.4       86.8       90.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE                                                      Code-221602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :    19,047:    13,065     16,152        686      5,041      2,196     18,792     19,034:       255         13
Old  :    19,047:    13,065     16,152        686      5,041      2,196     18,792     19,034:       255         13
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     7,010:     6,821      6,893         -2        117        148      6,936      7,039:        74        -29
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      68.6       84.8        3.6       26.5       11.5       98.7       99.9:       1.3        0.1
Old  :     100.0:      68.6       84.8        3.6       26.5       11.5       98.7       99.9:       1.3        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  :        38:        19         15          4          4          2         26         18:
Old  :        38:        19         15          4          4          2         26         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  :                 70.1       69.0       85.2       83.9       64.1       65.1       74.2       76.9
Old  :                 70.1       69.0       85.2       83.9       64.1       65.1       74.2       76.9
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, October 01, 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  :    62,436:    39,726      5,813     17,617      5,035     36,339     62,378     59,769:        58      2,667
Old  :    62,436:    39,726      5,813     17,617      5,035     36,339     62,378     59,769:        58      2,667
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     3,482:     1,792        136      1,729        -25      1,358      3,496      3,223:       -14        259
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      63.6        9.3       28.2        8.1       58.2       99.9       95.7:       0.1        4.3
Old  :     100.0:      63.6        9.3       28.2        8.1       58.2       99.9       95.7:       0.1        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  :        33:         7          7          3          2         17         11         25:
Old  :        33:         7          7          3          2         17         11         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.1       74.6       99.8       84.0       69.0       49.2       71.6       57.6
Old  :                 97.1       74.6       99.8       84.0       69.0       49.2       71.6       57.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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  :    18,730:    10,887      3,098      4,914      2,893      8,700     18,694     16,712:        36      2,018
Old  :    18,730:    10,887      3,098      4,914      2,893      8,700     18,694     16,712:        36      2,018
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     5,742:     2,166       -723      3,219        490      3,558      5,875      6,054:      -133       -312
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.1       16.5       26.2       15.4       46.4       99.8       89.2:       0.2       10.8
Old  :     100.0:      58.1       16.5       26.2       15.4       46.4       99.8       89.2:       0.2       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         5          6          1          2          8          7         15:
Old  :        21:         5          6          1          2          8          7         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 98.9       71.7       99.8       85.6       72.7       50.7       73.6       60.5
Old  :                 98.9       71.7       99.8       85.6       72.7       50.7       73.6       60.5
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, October 01, 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  :    51,420:    23,326     23,309     28,091          0          0     51,417     51,400:         3         20
Old  :    51,420:    23,326     23,309     28,091          0          0     51,417     51,400:         3         20
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 24, 2019                   :
     :     6,151:     6,266      7,255        -98          0          0      6,168      7,157:       -17     -1,006
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.4       45.3       54.6        0.0        0.0      100.0      100.0:       0.0        0.0
Old  :     100.0:      45.4       45.3       54.6        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  :        22:         6         15          5          0          0          9         18:
Old  :        22:         6         15          5          0          0          9         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 84.8       82.0       99.9       96.9       40.1       36.7       45.4       44.2
Old  :                 84.8       82.0       99.9       96.9       40.1       36.7       45.4       44.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 04, 2019