WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   541,212:   100,967     81,570    238,778    169,583    176,371    509,328    496,720:    31,884     44,492
Old  :   445,419:   106,426     76,084    188,200    125,425    146,260    420,050    410,543:    25,368     34,875
Other:    95,793:    20,580     31,526     24,540     44,158     30,112     89,277     86,177:     6,515      9,616
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    24,520:    10,257    -13,464     13,900     -2,983     20,780     21,174     21,217:     3,345      3,303
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7       15.1       44.1       31.3       32.6       94.1       91.8:       5.9        8.2
Old  :     100.0:      23.9       17.1       42.3       28.2       32.8       94.3       92.2:       5.7        7.8
Other:     100.0:      21.5       32.9       25.6       46.1       31.4       93.2       90.0:       6.8       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       381:       116        123        149         97        112        300        310:
Old  :       370:       123        113        137         94        106        287        293:
Other:       173:        42         43         44         44         71        112        136:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 13.1       11.8       20.0       19.9        5.6        6.2        9.0        9.8
Old  :                 11.5       12.8       18.9       21.7        5.8        6.8       10.0       10.9
Other:                 25.2       22.6       40.7       33.1       21.2       16.9       34.5       25.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    13,635:     7,999      1,615        704      4,411     10,969     13,115     13,289:       520        346
Old  :    13,635:     7,999      1,615        704      4,411     10,969     13,115     13,289:       520        346
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     1,018:       132       -105        -14      1,004      1,236      1,121      1,117:      -104        -99
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.7       11.8        5.2       32.4       80.5       96.2       97.5:       3.8        2.5
Old  :     100.0:      58.7       11.8        5.2       32.4       80.5       96.2       97.5:       3.8        2.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          3          3         10         15         16         21:
Old  :        24:         6          3          3         10         15         16         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  :                 68.2       49.1       85.3       70.1       58.0       40.2       67.0       59.2
Old  :                 68.2       49.1       85.3       70.1       58.0       40.2       67.0       59.2
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   325,514:    76,123     85,128    104,045    115,933    117,147    296,101    306,320:    29,413     19,194
Old  :   278,379:    77,063     85,029     84,013     93,112     93,617    254,188    262,659:    24,191     15,721
Other:    47,135:    13,903     14,942      5,189     22,821     23,530     41,913     43,662:     5,222      3,473
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :   -19,526:    -5,754     -3,813     -3,671     -8,904    -12,398    -18,329    -19,881:    -1,197        356
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.4       26.2       32.0       35.6       36.0       91.0       94.1:       9.0        5.9
Old  :     100.0:      27.7       30.5       30.2       33.4       33.6       91.3       94.4:       8.7        5.6
Other:     100.0:      29.5       31.7       11.0       48.4       49.9       88.9       92.6:      11.1        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       285:        98         58         83        106         89        242        198:
Old  :       280:        97         60         72        102         86        230        188:
Other:       143:        32         33         26         47         45         98         86:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 10.1       16.7       18.1       26.5        8.2       13.2       14.3       20.4
Old  :                 11.2       16.2       19.7       26.3        8.6       11.7       15.2       20.1
Other:                 21.0       45.0       35.3       61.9       21.0       43.1       34.3       57.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  : 2,073,951:   237,910    296,038    631,512    865,561    920,197  1,734,984  1,847,747:   338,967    226,204
Old  : 1,895,331:   215,382    315,827    574,132    783,905    824,355  1,573,420  1,714,315:   321,911    181,016
Other:   178,621:    61,975     19,658     17,933     81,656     95,842    161,564    133,432:    17,057     45,188
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    31,298:    -5,976      5,194     10,750     29,490      8,658     34,264     24,602:    -2,966      6,696
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.5       14.3       30.4       41.7       44.4       83.7       89.1:      16.3       10.9
Old  :     100.0:      11.4       16.7       30.3       41.4       43.5       83.0       90.4:      17.0        9.6
Other:     100.0:      34.7       11.0       10.0       45.7       53.7       90.5       74.7:       9.5       25.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       886:       197        171        245        437        396        772        688:
Old  :       883:       194        178        230        432        389        758        673:
Other:       435:        66         56         44        111        258        200        338:
     :----------------------------------------------------------------------------------------------------
     :             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        9.2       14.2       15.8        5.0        5.1        8.5        9.0
Old  :                  7.9        8.7       14.2       15.6        5.1        5.3        8.4        9.0
Other:                 22.0       21.9       35.4       30.9       21.2       21.6       34.1       29.9
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :    12,341:     1,301      1,204      3,862      5,212      5,604     10,375     10,670:     1,967      1,672
Old  :    12,341:     1,301      1,204      3,862      5,212      5,604     10,375     10,670:     1,967      1,672
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5        9.8       31.3       42.2       45.4       84.1       86.5:      15.9       13.5
Old  :     100.0:      10.5        9.8       31.3       42.2       45.4       84.1       86.5:      15.9       13.5
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  :        20:         3          3          4         10         10         14         16:
Old  :        20:         3          3          4         10         10         14         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  :                 61.7       67.2       77.4       80.5       32.9       35.3       37.9       40.6
Old  :                 61.7       67.2       77.4       80.5       32.9       35.3       37.9       40.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     6,484:     2,752         48        277      1,500      4,858      4,529      5,183:     1,955      1,300
Old  :     6,463:     2,752         49        276      1,495      4,858      4,523      5,183:     1,940      1,279
Other:        21:         1          0          0          5          0          6          0:        15         21
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       292:       104          3         93        -21        -74        176         22:       117        270
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.5        0.7        4.3       23.1       74.9       69.9       79.9:      30.1       20.1
Old  :     100.0:      42.6        0.8        4.3       23.1       75.2       70.0       80.2:      30.0       19.8
Other:     100.0:       4.8        0.0        0.0       23.8        0.0       28.6        0.0:      71.4      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:        14          2          4          8          7         24         11:
Old  :        26:        14          2          4          8          7         24         11:
Other:         3:         1          0          0          2          0          3          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  :                 30.6       60.5       44.5       77.9       27.0       47.8       39.5       59.0
Old  :                 30.7       60.7       44.6       78.1       27.0       48.0       39.6       59.3
Other:                 28.6        0.0       28.6        0.0       28.6        0.0       28.6        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :   961,653:   166,530     83,423    290,011    428,993    514,055    885,534    887,489:    76,120     74,165
Old  :   896,339:   158,229     86,288    261,900    404,752    483,594    824,881    831,781:    71,458     64,557
Other:    65,315:    18,570      7,404     17,842     24,241     30,461     60,652     55,707:     4,662      9,607
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    43,613:     5,935     -7,894     19,020     19,938     33,751     44,893     44,877:    -1,280     -1,264
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.3        8.7       30.2       44.6       53.5       92.1       92.3:       7.9        7.7
Old  :     100.0:      17.7        9.6       29.2       45.2       54.0       92.0       92.8:       8.0        7.2
Other:     100.0:      28.4       11.3       27.3       37.1       46.6       92.9       85.3:       7.1       14.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       633:       198        130        234        228        245        537        519:
Old  :       626:       197        131        222        225        243        528        504:
Other:       273:        56         50         43         58        137        137        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  :                 10.7       12.5       18.3       21.4        7.3        8.9       12.3       14.6
Old  :                 10.7       13.0       18.3       21.8        7.6        9.2       12.9       14.9
Other:                 18.2       23.9       33.7       35.7       17.8       19.5       30.8       25.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 60,000 POUNDS)                                               :
     :          :                                                                            :
All  :   533,010:   123,395     35,686    142,036    227,856    327,225    493,287    504,947:    39,723     28,063
Old  :   518,637:   123,867     37,478    135,351    221,631    318,811    480,849    491,640:    37,788     26,997
Other:    14,372:     3,864      2,544      2,349      6,225      8,414     12,437     13,306:     1,935      1,066
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    11,406:    15,149     -7,681     -1,143     -5,248     19,763      8,758     10,938:     2,648        468
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.2        6.7       26.6       42.7       61.4       92.5       94.7:       7.5        5.3
Old  :     100.0:      23.9        7.2       26.1       42.7       61.5       92.7       94.8:       7.3        5.2
Other:     100.0:      26.9       17.7       16.3       43.3       58.5       86.5       92.6:      13.5        7.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       348:       114         70        139         98         93        303        250:
Old  :       348:       115         75        137         98         93        303        248:
Other:        65:        13         14         15         24         16         47         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  :                 12.1       28.7       18.9       37.9       11.0       26.9       15.8       34.5
Old  :                 12.5       28.8       19.4       38.1       11.3       27.0       16.3       34.8
Other:                 30.3       31.7       52.1       51.9       26.9       30.0       42.3       47.7
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,230,143:   119,154    175,083    156,274    772,888    753,230  1,048,316  1,084,586:   181,827    145,556
Old  : 1,230,143:   119,154    175,083    156,274    772,888    753,230  1,048,316  1,084,586:   181,827    145,556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       228:    -1,889     -7,236     -4,760      6,499     12,565       -150        569:       378       -341
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.7       14.2       12.7       62.8       61.2       85.2       88.2:      14.8       11.8
Old  :     100.0:       9.7       14.2       12.7       62.8       61.2       85.2       88.2:      14.8       11.8
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  :       191:        39         34         50         91         93        153        154:
Old  :       191:        39         34         50         91         93        153        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  :                 21.4       24.9       29.4       36.1       15.8       21.7       23.0       29.4
Old  :                 21.4       24.9       29.4       36.1       15.8       21.7       23.0       29.4
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 1,155,712:   117,017    392,116      8,038    846,484    671,595    971,538  1,071,749:   184,173     83,963
Old  : 1,155,712:   117,017    392,116      8,038    846,484    671,595    971,538  1,071,749:   184,173     83,963
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     5,762:     4,040     -1,902     -1,429      2,780     15,022      5,391     11,691:       371     -5,929
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.1       33.9        0.7       73.2       58.1       84.1       92.7:      15.9        7.3
Old  :     100.0:      10.1       33.9        0.7       73.2       58.1       84.1       92.7:      15.9        7.3
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  :       137:        23         17         15         77         69        106         95:
Old  :       137:        23         17         15         77         69        106         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  :                 26.8       34.6       38.7       53.2       23.2       33.7       33.4       49.6
Old  :                 26.8       34.6       38.7       53.2       23.2       33.7       33.4       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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 100 TONS)                                                    :
     :          :                                                                            :
All  :   450,469:    71,732     76,254    119,547    210,175    223,730    401,453    419,531:    49,015     30,938
Old  :   434,770:    72,345     77,008    111,625    203,513    216,770    387,482    405,402:    47,287     29,368
Other:    15,699:     3,304      3,165      4,004      6,663      6,960     13,971     14,129:     1,728      1,570
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    -3,049:       866     -2,561     -4,548        231      3,682     -3,452     -3,427:       402        378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.9       16.9       26.5       46.7       49.7       89.1       93.1:      10.9        6.9
Old  :     100.0:      16.6       17.7       25.7       46.8       49.9       89.1       93.2:      10.9        6.8
Other:     100.0:      21.0       20.2       25.5       42.4       44.3       89.0       90.0:      11.0       10.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       294:        79         71        100        113         91        247        220:
Old  :       294:        82         73         99        113         90        247        218:
Other:        74:        14         15         16         33         15         58         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  :                 10.9       21.2       18.2       30.6       10.2       19.5       15.2       25.8
Old  :                 11.1       21.6       18.1       31.0       10.4       20.3       15.4       26.1
Other:                 27.3       37.0       43.0       55.1       18.2       29.9       31.4       46.0
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,020:     1,428      1,784      1,509      6,152      6,594      9,089      9,887:     1,931      1,133
Old  :    11,020:     1,428      1,784      1,509      6,152      6,594      9,089      9,887:     1,931      1,133
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       -20:        64         65        -17         20        -38         67         10:       -87        -31
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       16.2       13.7       55.8       59.8       82.5       89.7:      17.5       10.3
Old  :     100.0:      13.0       16.2       13.7       55.8       59.8       82.5       89.7:      17.5       10.3
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  :        49:        11         15         12         16         16         36         34:
Old  :        49:        11         15         12         16         16         36         34:
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  :                 41.7       44.2       53.1       60.4       41.7       38.7       50.6       54.6
Old  :                 41.7       44.2       53.1       60.4       41.7       38.7       50.6       54.6
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,023,710:   952,848  1,203,083    176,978  2,692,080  2,536,787  3,821,905  3,916,849:   201,805    106,862
Old  : 4,023,710:   952,848  1,203,083    176,978  2,692,080  2,536,787  3,821,905  3,916,849:   201,805    106,862
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    67,822:    -5,384    -10,205     16,808     57,510     58,568     68,934     65,170:    -1,112      2,652
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       29.9        4.4       66.9       63.0       95.0       97.3:       5.0        2.7
Old  :     100.0:      23.7       29.9        4.4       66.9       63.0       95.0       97.3:       5.0        2.7
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  :       383:        93         42         56        196        145        313        219:
Old  :       383:        93         42         56        196        145        313        219:
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  :                 20.8       35.1       34.6       50.6       20.4       32.4       34.1       47.9
Old  :                 20.8       35.1       34.6       50.6       20.4       32.4       34.1       47.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,516,765:   608,505    732,117    599,653  2,867,492  2,755,901  4,075,649  4,087,671:   441,116    429,093
Old  : 4,516,765:   608,505    732,117    599,653  2,867,492  2,755,901  4,075,649  4,087,671:   441,116    429,093
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :   -37,419:   -21,290    -11,693    -32,928     42,580     -4,692    -11,638    -49,313:   -25,781     11,894
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.5       16.2       13.3       63.5       61.0       90.2       90.5:       9.8        9.5
Old  :     100.0:      13.5       16.2       13.3       63.5       61.0       90.2       90.5:       9.8        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  :       408:        71         80         92        219        198        344        316:
Old  :       408:        71         80         92        219        198        344        316:
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  :                 19.2       16.1       26.9       27.0       11.4       13.3       17.0       19.6
Old  :                 19.2       16.1       26.9       27.0       11.4       13.3       17.0       19.6
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  :   832,832:   135,942     92,572      7,588    576,976    569,556    720,506    669,716:   112,326    163,116
Old  :   832,832:   135,942     92,572      7,588    576,976    569,556    720,506    669,716:   112,326    163,116
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     5,647:     8,207      4,885       -867        935         20      8,275      4,038:    -2,628      1,609
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.3       11.1        0.9       69.3       68.4       86.5       80.4:      13.5       19.6
Old  :     100.0:      16.3       11.1        0.9       69.3       68.4       86.5       80.4:      13.5       19.6
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  :       106:        13         16         10         59         61         79         80:
Old  :       106:        13         16         10         59         61         79         80:
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  :                 28.1       23.4       42.9       36.9       27.1       21.9       38.2       30.8
Old  :                 28.1       23.4       42.9       36.9       27.1       21.9       38.2       30.8
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 4,779,124:   589,885    781,665    314,002  3,514,820  3,392,452  4,418,707  4,488,120:   360,417    291,005
Old  : 4,779,124:   589,885    781,665    314,002  3,514,820  3,392,452  4,418,707  4,488,120:   360,417    291,005
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :   -69,850:   -18,607      5,386    -19,673    -40,062    -58,882    -78,342    -73,169:     8,492      3,319
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       16.4        6.6       73.5       71.0       92.5       93.9:       7.5        6.1
Old  :     100.0:      12.3       16.4        6.6       73.5       71.0       92.5       93.9:       7.5        6.1
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  :       334:        65         49         66        163        168        256        255:
Old  :       334:        65         49         66        163        168        256        255:
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  :                 31.8       23.1       44.9       34.1       20.8       17.8       32.6       26.1
Old  :                 31.8       23.1       44.9       34.1       20.8       17.8       32.6       26.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $5,000,000)                                                  :
     :          :                                                                            :
All  : 2,278,824:   553,842    333,154    446,622  1,242,518  1,458,558  2,242,983  2,238,334:    35,841     40,490
Old  : 2,278,824:   553,842    333,154    446,622  1,242,518  1,458,558  2,242,983  2,238,334:    35,841     40,490
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    89,605:    46,841     20,549    -17,568     66,227     92,170     95,500     95,151:    -5,896     -5,546
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.3       14.6       19.6       54.5       64.0       98.4       98.2:       1.6        1.8
Old  :     100.0:      24.3       14.6       19.6       54.5       64.0       98.4       98.2:       1.6        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  :       174:        43         39         58         73         82        147        148:
Old  :       174:        43         39         58         73         82        147        148:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       23.7       48.9       39.2       24.2       14.7       31.7       21.7
Old  :                 33.2       23.7       48.9       39.2       24.2       14.7       31.7       21.7
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, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    53,521:    24,140      4,248      1,174     20,377     40,709     45,690     46,132:     7,830      7,389
Old  :    53,521:    24,140      4,248      1,174     20,377     40,709     45,690     46,132:     7,830      7,389
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       680:       980        296        -43        -45      1,193        892      1,447:      -212       -767
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1        7.9        2.2       38.1       76.1       85.4       86.2:      14.6       13.8
Old  :     100.0:      45.1        7.9        2.2       38.1       76.1       85.4       86.2:      14.6       13.8
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  :        97:        31         17          6         28         36         61         57:
Old  :        97:        31         17          6         28         36         61         57:
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  :                 36.6       43.2       51.6       58.1       36.3       42.0       49.6       56.9
Old  :                 36.6       43.2       51.6       58.1       36.3       42.0       49.6       56.9
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   107,041:    48,279      8,496      2,348     40,754     81,419     91,381     92,263:    15,660     14,778
Old  :   107,041:    48,279      8,496      2,348     40,754     81,419     91,381     92,263:    15,660     14,778
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     1,360:     1,960        593        -86        -90      2,387      1,784      2,894:      -424     -1,534
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.1        7.9        2.2       38.1       76.1       85.4       86.2:      14.6       13.8
Old  :     100.0:      45.1        7.9        2.2       38.1       76.1       85.4       86.2:      14.6       13.8
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  :        97:        31         17          6         28         36         61         57:
Old  :        97:        31         17          6         28         36         61         57:
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  :                 36.6       43.2       51.6       58.1       36.3       42.0       49.6       56.9
Old  :                 36.6       43.2       51.6       58.1       36.3       42.0       49.6       56.9
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    40,281:     2,848        660        145     35,105     37,893     38,098     38,698:     2,183      1,583
Old  :    40,281:     2,848        660        145     35,105     37,893     38,098     38,698:     2,183      1,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :    -1,114:      -463        212        145       -404     -1,125       -722       -768:      -392       -346
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.1        1.6        0.4       87.2       94.1       94.6       96.1:       5.4        3.9
Old  :     100.0:       7.1        1.6        0.4       87.2       94.1       94.6       96.1:       5.4        3.9
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  :        28:         3          2          1         14         11         17         14:
Old  :        28:         3          2          1         14         11         17         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  :                 69.1       73.1       84.4       92.4       68.6       73.1       83.5       92.4
Old  :                 69.1       73.1       84.4       92.4       68.6       73.1       83.5       92.4
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    20,628:    14,597     18,768        688      5,123      1,140     20,408     20,596:       220         32
Old  :    20,628:    14,597     18,768        688      5,123      1,140     20,408     20,596:       220         32
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       929:       877        936          1         52          0        930        937:        -1         -8
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      70.8       91.0        3.3       24.8        5.5       98.9       99.8:       1.1        0.2
Old  :     100.0:      70.8       91.0        3.3       24.8        5.5       98.9       99.8:       1.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        39:        20         15          4          4          2         27         18:
Old  :        39:        20         15          4          4          2         27         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  :                 70.3       72.9       88.8       85.8       66.0       71.7       81.2       83.0
Old  :                 70.3       72.9       88.8       85.8       66.0       71.7       81.2       83.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    73,017:    45,596      6,503     24,588      2,740     39,844     72,924     70,935:        93      2,082
Old  :    73,017:    45,596      6,503     24,588      2,740     39,844     72,924     70,935:        93      2,082
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     5,597:      -527        110      4,471      1,665      1,745      5,609      6,326:       -12       -729
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      62.4        8.9       33.7        3.8       54.6       99.9       97.1:       0.1        2.9
Old  :     100.0:      62.4        8.9       33.7        3.8       54.6       99.9       97.1:       0.1        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6          7          3          4         15         12         23:
Old  :        32:         6          7          3          4         15         12         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.7       80.8       99.6       89.5       63.2       50.7       66.1       57.3
Old  :                 96.7       80.8       99.6       89.5       63.2       50.7       66.1       57.3
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 22, 2019                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    40,319:    23,110      2,908     14,441      2,743     20,929     40,294     38,278:        25      2,041
Old  :    40,319:    23,110      2,908     14,441      2,743     20,929     40,294     38,278:        25      2,041
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :     5,353:     3,504       -263      1,992       -150      3,566      5,346      5,295:         7         58
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.3        7.2       35.8        6.8       51.9       99.9       94.9:       0.1        5.1
Old  :     100.0:      57.3        7.2       35.8        6.8       51.9       99.9       94.9:       0.1        5.1
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  :        22:         6          5          2          2          9          9         15:
Old  :        22:         6          5          2          2          9          9         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  :                 95.8       86.9       99.9       93.7       60.0       54.3       64.1       58.3
Old  :                 95.8       86.9       99.9       93.7       60.0       54.3       64.1       58.3
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 22, 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  :    51,075:    22,133     22,038     28,942          0          0     51,075     50,980:         0         95
Old  :    51,075:    22,133     22,038     28,942          0          0     51,075     50,980:         0         95
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 15, 2019                     :
     :       253:      -133       -172        386          0          0        253        214:         0         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.3       43.1       56.7        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      43.3       43.1       56.7        0.0        0.0      100.0       99.8:       0.0        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         7         13          5          0          0         10         16:
Old  :        21:         7         13          5          0          0         10         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  :                 84.6       82.5       99.9       97.2       38.0       36.0       43.3       42.3
Old  :                 84.6       82.5       99.9       97.2       38.0       36.0       43.3       42.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 25, 2019