WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :   525,413:    90,318     83,014    225,874    178,981    173,632    495,173    482,520:    30,240     42,894
Old  :   425,581:    96,754     79,635    171,098    134,012    141,606    401,864    392,340:    23,717     33,242
Other:    99,832:    23,011     32,825     25,329     44,969     32,026     93,309     90,180:     6,523      9,652
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :     7,316:    -3,136      3,953      4,607      6,087       -654      7,558      7,906:      -242       -590
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      17.2       15.8       43.0       34.1       33.0       94.2       91.8:       5.8        8.2
Old  :     100.0:      22.7       18.7       40.2       31.5       33.3       94.4       92.2:       5.6        7.8
Other:     100.0:      23.0       32.9       25.4       45.0       32.1       93.5       90.3:       6.5        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       380:       106        127        156         99        115        300        317:
Old  :       366:       110        116        145         96        108        289        295:
Other:       186:        44         51         47         48         72        119        146:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 14.1       11.2       21.0       18.8        6.2        6.7       10.5       10.0
Old  :                 12.0       12.0       18.9       20.6        5.8        7.9       10.3       11.7
Other:                 25.4       21.1       39.5       32.8       21.6       15.7       33.3       23.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :    14,003:     6,267      1,700        100      7,291     11,993     13,658     13,793:       345        210
Old  :    13,803:     6,067      1,700        100      7,291     11,793     13,458     13,593:       345        210
Other:       200:       200          0          0          0        200        200        200:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :       138:    -1,312          0       -353      1,682        581         17        228:       121        -90
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.8       12.1        0.7       52.1       85.6       97.5       98.5:       2.5        1.5
Old  :     100.0:      44.0       12.3        0.7       52.8       85.4       97.5       98.5:       2.5        1.5
Other:     100.0:     100.0        0.0        0.0        0.0      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         4          3          1          9         17         13         21:
Old  :        25:         4          3          1          9         17         13         21:
Other:         3:         1          0          0          0          2          1          2:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 76.2       42.3       90.7       75.0       61.9       40.0       74.9       67.1
Old  :                 77.3       42.9       91.2       76.1       62.8       40.6       75.9       67.3
Other:                100.0      100.0      100.0      100.0      100.0      100.0      100.0      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :   337,880:    73,196     92,996    108,889    124,615    116,400    306,699    318,285:    31,181     19,595
Old  :   286,624:    74,929     93,794     86,641     99,942     90,342    261,512    270,776:    25,112     15,848
Other:    51,256:    14,830     15,766      5,685     24,673     26,058     45,188     47,509:     6,068      3,747
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :        43:    -1,492      4,102     -3,467      4,790       -714       -169        -80:       212        123
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7       27.5       32.2       36.9       34.5       90.8       94.2:       9.2        5.8
Old  :     100.0:      26.1       32.7       30.2       34.9       31.5       91.2       94.5:       8.8        5.5
Other:     100.0:      28.9       30.8       11.1       48.1       50.8       88.2       92.7:      11.8        7.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       283:        94         57         87        102         84        236        198:
Old  :       277:        94         57         75         98         78        223        185:
Other:       146:        36         32         25         47         47        100         88:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.8       15.0       17.1       24.2        8.1       12.1       14.2       19.1
Old  :                 10.4       14.0       18.1       23.8        8.1       10.9       14.9       18.9
Other:                 20.5       43.0       33.5       60.7       20.5       42.2       33.2       56.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  : 2,034,158:   227,474    310,345    594,641    879,182    902,423  1,701,297  1,807,410:   332,861    226,748
Old  : 1,848,223:   208,449    327,908    532,994    792,292    806,374  1,533,735  1,667,275:   314,488    180,947
Other:   185,935:    61,512     24,924     19,161     86,890     96,049    167,562    140,134:    18,373     45,801
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    27,683:      -558     15,922      3,189     28,316      5,787     30,947     24,898:    -3,263      2,785
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       15.3       29.2       43.2       44.4       83.6       88.9:      16.4       11.1
Old  :     100.0:      11.3       17.7       28.8       42.9       43.6       83.0       90.2:      17.0        9.8
Other:     100.0:      33.1       13.4       10.3       46.7       51.7       90.1       75.4:       9.9       24.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       873:       188        167        229        434        400        748        682:
Old  :       867:       186        173        214        427        391        733        663:
Other:       444:        69         59         42        115        262        205        344:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.6        9.0       14.0       15.5        5.1        4.9        8.8        8.2
Old  :                  7.5        8.8       14.1       15.5        5.2        5.2        8.7        8.8
Other:                 21.4       20.6       34.3       29.1       20.4       20.2       33.0       28.4
 
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE                                                           Code-00260B
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :     9,100:     3,183      1,677      3,323      2,432      3,599      8,938      8,599:       163        502
Old  :     9,100:     3,183      1,677      3,323      2,432      3,599      8,938      8,599:       163        502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.0       18.4       36.5       26.7       39.5       98.2       94.5:       1.8        5.5
Old  :     100.0:      35.0       18.4       36.5       26.7       39.5       98.2       94.5:       1.8        5.5
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:         5          7          6          5          8         11         20:
Old  :        20:         5          7          6          5          8         11         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.9       50.8       94.6       71.3       33.7       28.9       42.7       36.7
Old  :                 70.9       50.8       94.6       71.3       33.7       28.9       42.7       36.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
CORN CSO - CHICAGO BOARD OF TRADE                                                                       Code-00260C
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :    11,860:     1,736      1,089      3,527      5,013      5,324     10,276      9,940:     1,584      1,920
Old  :    11,860:     1,736      1,089      3,527      5,013      5,324     10,276      9,940:     1,584      1,920
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :        35:      -136        102         79         19        -49        -38        132:        73        -97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6        9.2       29.7       42.3       44.9       86.6       83.8:      13.4       16.2
Old  :     100.0:      14.6        9.2       29.7       42.3       44.9       86.6       83.8:      13.4       16.2
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  :        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  :                 64.9       64.6       80.6       77.2       38.1       33.5       43.0       39.4
Old  :                 64.9       64.6       80.6       77.2       38.1       33.5       43.0       39.4
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, November 05, 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  :     6,948:     2,731         81        377      1,926      5,191      5,035      5,650:     1,913      1,298
Old  :     6,925:     2,731         81        377      1,919      5,191      5,028      5,650:     1,897      1,275
Other:        23:         0          0          0          7          0          7          0:        16         23
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :        73:       -39        -24        -17         89        107         33         66:        41          7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      39.3        1.2        5.4       27.7       74.7       72.5       81.3:      27.5       18.7
Old  :     100.0:      39.4        1.2        5.5       27.7       75.0       72.6       81.6:      27.4       18.4
Other:     100.0:       0.0        0.0        0.0       30.4        0.0       30.4        0.0:      69.6      100.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:        12          3          4         11         10         25         15:
Old  :        28:        12          3          4         10         10         24         15:
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  :                 30.1       55.9       43.9       72.9       27.1       44.0       38.5       53.8
Old  :                 30.2       56.0       44.0       73.2       27.2       44.1       38.7       54.1
Other:                 30.4        0.0       30.4        0.0       30.4        0.0       30.4        0.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :   814,903:   166,060     84,229    218,530    361,768    441,619    746,357    744,378:    68,546     70,525
Old  :   740,210:   158,481     90,038    183,199    335,310    407,239    676,989    680,476:    63,221     59,734
Other:    74,694:    23,142      9,753     19,768     26,458     34,381     69,368     63,902:     5,326     10,792
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    -4,189:    -8,312      6,323      6,304      2,044    -16,610         36     -3,983:    -4,224       -205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.4       10.3       26.8       44.4       54.2       91.6       91.3:       8.4        8.7
Old  :     100.0:      21.4       12.2       24.7       45.3       55.0       91.5       91.9:       8.5        8.1
Other:     100.0:      31.0       13.1       26.5       35.4       46.0       92.9       85.6:       7.1       14.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       587:       174        122        201        196        235        471        475:
Old  :       580:       179        123        192        193        230        461        461:
Other:       277:        54         55         40         59        138        136        213:
     :----------------------------------------------------------------------------------------------------
     :             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       12.7       18.7       22.0        9.5       10.5       15.2       17.1
Old  :                 11.2       13.5       19.2       22.7       10.1       11.0       16.4       17.8
Other:                 17.1       24.9       31.0       37.5       15.3       18.3       27.4       24.8
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :   577,583:   145,587     39,627    157,999    235,439    352,896    539,025    550,522:    38,558     27,060
Old  :   558,026:   148,253     41,577    149,100    224,173    341,360    521,526    532,036:    36,500     25,989
Other:    19,557:     3,717      4,433      2,516     11,266     11,537     17,499     18,486:     2,058      1,071
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    28,279:    11,586      6,008      9,552      7,219     12,807     28,357     28,367:       -78        -88
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2        6.9       27.4       40.8       61.1       93.3       95.3:       6.7        4.7
Old  :     100.0:      26.6        7.5       26.7       40.2       61.2       93.5       95.3:       6.5        4.7
Other:     100.0:      19.0       22.7       12.9       57.6       59.0       89.5       94.5:      10.5        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       361:       126         70        150        102         92        315        265:
Old  :       361:       127         76        148        102         92        315        263:
Other:        79:        21         13         17         30         18         60         42:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.4       28.0       18.6       37.4       10.0       26.6       14.8       34.1
Old  :                 11.8       28.0       19.3       37.7       10.4       26.7       15.5       34.3
Other:                 35.9       31.9       53.1       53.4       35.1       31.4       48.1       51.2
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  : 1,265,791:   109,309    187,036    195,287    781,359    726,407  1,085,955  1,108,730:   179,836    157,061
Old  : 1,265,791:   109,309    187,036    195,287    781,359    726,407  1,085,955  1,108,730:   179,836    157,061
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    70,752:   -20,494     10,923     70,035     19,859    -27,099     69,401     53,860:     1,352     16,893
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6       14.8       15.4       61.7       57.4       85.8       87.6:      14.2       12.4
Old  :     100.0:       8.6       14.8       15.4       61.7       57.4       85.8       87.6:      14.2       12.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       183:        35         34         48         93         90        153        147:
Old  :       183:        35         34         48         93         90        153        147:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 20.5       25.9       28.3       35.5       15.0       22.3       21.6       29.1
Old  :                 20.5       25.9       28.3       35.5       15.0       22.3       21.6       29.1
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, November 05, 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  : 1,166,250:   121,183    421,036     12,346    869,875    639,065  1,003,404  1,072,446:   162,846     93,803
Old  : 1,166,250:   121,183    421,036     12,346    869,875    639,065  1,003,404  1,072,446:   162,846     93,803
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    17,992:     6,986     23,566        -12     17,075     -9,645     24,049     13,909:    -6,057      4,083
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.4       36.1        1.1       74.6       54.8       86.0       92.0:      14.0        8.0
Old  :     100.0:      10.4       36.1        1.1       74.6       54.8       86.0       92.0:      14.0        8.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       132:        17         19         18         82         69        111         94:
Old  :       132:        17         19         18         82         69        111         94:
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  :                 26.5       36.6       37.1       55.4       22.0       35.2       32.0       50.5
Old  :                 26.5       36.6       37.1       55.4       22.0       35.2       32.0       50.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :   470,113:    62,197     81,959    124,533    230,749    231,468    417,480    437,960:    52,633     32,153
Old  :   448,466:    62,698     82,747    115,591    219,643    219,738    397,932    418,076:    50,534     30,390
Other:    21,647:     3,259      2,972      5,182     11,106     11,730     19,548     19,884:     2,099      1,763
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    18,394:    -4,874      2,271     10,553     13,091      4,782     18,770     17,606:      -376        788
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       17.4       26.5       49.1       49.2       88.8       93.2:      11.2        6.8
Old  :     100.0:      14.0       18.5       25.8       49.0       49.0       88.7       93.2:      11.3        6.8
Other:     100.0:      15.1       13.7       23.9       51.3       54.2       90.3       91.9:       9.7        8.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       300:        77         74        104        120         94        260        224:
Old  :       300:        78         79        103        120         93        260        222:
Other:        84:        17         19         19         36         17         66         45:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.1       21.6       18.2       30.2        9.4       19.6       14.8       25.0
Old  :                 11.3       21.9       18.3       30.4        9.6       20.6       14.9       25.9
Other:                 35.6       42.4       50.0       59.3       26.2       30.5       38.1       42.9
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :     9,711:     1,249      1,759        719      6,031      5,952      7,998      8,430:     1,713      1,281
Old  :     9,711:     1,249      1,759        719      6,031      5,952      7,998      8,430:     1,713      1,281
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :      -149:        17       -282        361       -358        -92         20        -13:      -168       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.9       18.1        7.4       62.1       61.3       82.4       86.8:      17.6       13.2
Old  :     100.0:      12.9       18.1        7.4       62.1       61.3       82.4       86.8:      17.6       13.2
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  :        47:        11         10          8         19         14         34         28:
Old  :        47:        11         10          8         19         14         34         28:
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  :                 47.9       47.3       58.3       65.7       47.4       41.8       55.5       60.2
Old  :                 47.9       47.3       58.3       65.7       47.4       41.8       55.5       60.2
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, November 05, 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  : 4,123,467:   936,227  1,114,379    255,462  2,722,308  2,642,854  3,913,998  4,012,696:   209,469    110,771
Old  : 4,123,467:   936,227  1,114,379    255,462  2,722,308  2,642,854  3,913,998  4,012,696:   209,469    110,771
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :   129,822:     1,842    -31,333     43,907     72,346    119,866    118,095    132,440:    11,727     -2,617
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.7       27.0        6.2       66.0       64.1       94.9       97.3:       5.1        2.7
Old  :     100.0:      22.7       27.0        6.2       66.0       64.1       94.9       97.3:       5.1        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  :       372:        82         53         56        195        134        312        208:
Old  :       372:        82         53         56        195        134        312        208:
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  :                 20.2       32.7       32.7       50.0       19.6       29.3       30.9       46.3
Old  :                 20.2       32.7       32.7       50.0       19.6       29.3       30.9       46.3
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, November 05, 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  : 4,696,601:   621,213    868,440    630,240  3,016,887  2,751,608  4,268,340  4,250,289:   428,262    446,312
Old  : 4,696,601:   621,213    868,440    630,240  3,016,887  2,751,608  4,268,340  4,250,289:   428,262    446,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :   221,732:   -68,780     55,533    108,772    182,913     58,276    222,905    222,581:    -1,173       -849
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2       18.5       13.4       64.2       58.6       90.9       90.5:       9.1        9.5
Old  :     100.0:      13.2       18.5       13.4       64.2       58.6       90.9       90.5:       9.1        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  :       415:        77         85         94        214        198        341        327:
Old  :       415:        77         85         94        214        198        341        327:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.5       16.1       27.3       26.7       12.5       14.0       17.9       21.1
Old  :                 19.5       16.1       27.3       26.7       12.5       14.0       17.9       21.1
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, November 05, 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  :   830,856:   134,183     92,336      6,691    582,242    574,758    723,116    673,785:   107,740    157,071
Old  :   830,856:   134,183     92,336      6,691    582,242    574,758    723,116    673,785:   107,740    157,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :    -5,390:    -2,181        553     -1,428     -1,262     -3,820     -4,871     -4,695:      -519       -695
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       11.1        0.8       70.1       69.2       87.0       81.1:      13.0       18.9
Old  :     100.0:      16.1       11.1        0.8       70.1       69.2       87.0       81.1:      13.0       18.9
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  :       110:        13         16          7         62         66         79         85:
Old  :       110:        13         16          7         62         66         79         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 29.9       23.4       43.2       36.2       27.1       21.7       37.8       30.6
Old  :                 29.9       23.4       43.2       36.2       27.1       21.7       37.8       30.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $100,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 5,132,184:   585,043    882,309    421,120  3,825,089  3,506,215  4,831,252  4,809,644:   300,932    322,540
Old  : 5,132,184:   585,043    882,309    421,120  3,825,089  3,506,215  4,831,252  4,809,644:   300,932    322,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :   313,678:   -69,729     71,194    140,640    266,589     89,876    337,499    301,710:   -23,822     11,968
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.4       17.2        8.2       74.5       68.3       94.1       93.7:       5.9        6.3
Old  :     100.0:      11.4       17.2        8.2       74.5       68.3       94.1       93.7:       5.9        6.3
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  :       329:        57         55         64        164        166        254        252:
Old  :       329:        57         55         64        164        166        254        252:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 31.0       22.7       44.1       33.7       21.1       18.1       32.9       26.3
Old  :                 31.0       22.7       44.1       33.7       21.1       18.1       32.9       26.3
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, November 05, 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  : 1,871,114:   419,059    260,376    368,722  1,036,154  1,198,644  1,823,935  1,827,742:    47,179     43,372
Old  : 1,871,114:   419,059    260,376    368,722  1,036,154  1,198,644  1,823,935  1,827,742:    47,179     43,372
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :  -413,121:  -112,157    -78,930    -82,111   -225,390   -247,783   -419,658   -408,823:     6,538     -4,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.4       13.9       19.7       55.4       64.1       97.5       97.7:       2.5        2.3
Old  :     100.0:      22.4       13.9       19.7       55.4       64.1       97.5       97.7:       2.5        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:        45         32         54         74         73        143        135:
Old  :       159:        45         32         54         74         73        143        135:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.1       26.7       47.8       41.5       23.0       14.7       27.1       21.9
Old  :                 32.1       26.7       47.8       41.5       23.0       14.7       27.1       21.9
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, November 05, 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  :    57,947:    25,375      5,822      1,513     22,618     41,987     49,505     49,322:     8,442      8,625
Old  :    57,947:    25,375      5,822      1,513     22,618     41,987     49,505     49,322:     8,442      8,625
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :       317:       168        793       -225         50       -960         -7       -392:       324        709
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       10.0        2.6       39.0       72.5       85.4       85.1:      14.6       14.9
Old  :     100.0:      43.8       10.0        2.6       39.0       72.5       85.4       85.1:      14.6       14.9
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  :       107:        40         16          6         31         33         74         52:
Old  :       107:        40         16          6         31         33         74         52:
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  :                 28.3       40.1       44.6       55.9       27.7       39.3       43.1       55.1
Old  :                 28.3       40.1       44.6       55.9       27.7       39.3       43.1       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :   115,895:    50,749     11,645      3,025     45,236     83,973     99,010     98,644:    16,884     17,251
Old  :   115,895:    50,749     11,645      3,025     45,236     83,973     99,010     98,644:    16,884     17,251
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :       633:       336      1,587       -450        100     -1,920        -14       -784:       647      1,417
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8       10.0        2.6       39.0       72.5       85.4       85.1:      14.6       14.9
Old  :     100.0:      43.8       10.0        2.6       39.0       72.5       85.4       85.1:      14.6       14.9
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  :       107:        40         16          6         31         33         74         52:
Old  :       107:        40         16          6         31         33         74         52:
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  :                 28.3       40.1       44.6       55.9       27.7       39.3       43.1       55.1
Old  :                 28.3       40.1       44.6       55.9       27.7       39.3       43.1       55.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X DJ US REAL ESTATE INDEX)                                           :
     :          :                                                                            :
All  :    39,911:     1,243        448          0     36,311     37,813     37,554     38,261:     2,357      1,650
Old  :    39,911:     1,243        448          0     36,311     37,813     37,554     38,261:     2,357      1,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :      -498:      -179          0       -398        183       -119       -394       -517:      -104         19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.1        1.1        0.0       91.0       94.7       94.1       95.9:       5.9        4.1
Old  :     100.0:       3.1        1.1        0.0       91.0       94.7       94.1       95.9:       5.9        4.1
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  :        27:         1          1          0         16         12         17         13:
Old  :        27:         1          1          0         16         12         17         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 70.5       75.2       84.3       92.8       69.9       75.2       83.6       92.8
Old  :                 70.5       75.2       84.3       92.8       69.9       75.2       83.6       92.8
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, November 05, 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  :    18,517:    12,312     16,346        736      5,233      1,113     18,281     18,195:       236        322
Old  :    18,517:    12,312     16,346        736      5,233      1,113     18,281     18,195:       236        322
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :       -55:      -165       -355         10        110          0        -45       -345:       -10        290
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.5       88.3        4.0       28.3        6.0       98.7       98.3:       1.3        1.7
Old  :     100.0:      66.5       88.3        4.0       28.3        6.0       98.7       98.3:       1.3        1.7
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  :        39:        20         14          4          5          2         28         17:
Old  :        39:        20         14          4          5          2         28         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.2       66.0       83.7       81.4       58.2       65.5       75.3       79.4
Old  :                 62.2       66.0       83.7       81.4       58.2       65.5       75.3       79.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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  :    78,524:    45,875      5,046     29,600      3,004     41,622     78,479     76,268:        45      2,256
Old  :    78,524:    45,875      5,046     29,600      3,004     41,622     78,479     76,268:        45      2,256
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :     3,250:       806     -1,201      3,143       -681      1,054      3,268      2,996:       -18        254
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      58.4        6.4       37.7        3.8       53.0       99.9       97.1:       0.1        2.9
Old  :     100.0:      58.4        6.4       37.7        3.8       53.0       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  :        31:         6          8          3          2         15         10         24:
Old  :        31:         6          8          3          2         15         10         24:
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  :                 98.1       82.2       99.9       89.8       60.8       47.7       62.2       53.6
Old  :                 98.1       82.2       99.9       89.8       60.8       47.7       62.2       53.6
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, November 05, 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  :    48,657:    23,757      1,488     21,878      3,018     23,658     48,653     47,024:         4      1,633
Old  :    48,657:    23,757      1,488     21,878      3,018     23,658     48,653     47,024:         4      1,633
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :     4,461:    -1,010     -1,563      5,214        275      1,071      4,479      4,722:       -18       -261
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.8        3.1       45.0        6.2       48.6      100.0       96.6:       0.0        3.4
Old  :     100.0:      48.8        3.1       45.0        6.2       48.6      100.0       96.6:       0.0        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         6          6          2          2         10          9         17:
Old  :        24:         6          6          2          2         10          9         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 97.0       91.2       99.8       95.2       52.3       47.7       55.0       50.7
Old  :                 97.0       91.2       99.8       95.2       52.3       47.7       55.0       50.7
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, November 05, 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  :    50,494:    22,173     22,124     28,304          0          0     50,477     50,428:        17         66
Old  :    50,494:    22,173     22,124     28,304          0          0     50,477     50,428:        17         66
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: October 29, 2019                     :
     :      -434:       -25         -8       -426          0          0       -451       -434:        17          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.9       43.8       56.1        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      43.9       43.8       56.1        0.0        0.0      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 85.2       80.7       99.8       96.9       38.4       35.7       43.9       42.7
Old  :                 85.2       80.7       99.8       96.9       38.4       35.7       43.9       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated November 08, 2019