WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  :   466,224:   106,233     89,226    176,989    153,427    157,206    436,649    423,420:    29,575     42,804
Old  :   322,989:   105,561     89,043     97,236     98,844    107,706    301,642    293,984:    21,347     29,004
Other:   143,235:    42,602     42,113     37,822     54,583     49,500    135,007    129,435:     8,228     13,800
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    15,608:      -841      8,150      6,811     10,145        586     16,115     15,546:      -506         63
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.8       19.1       38.0       32.9       33.7       93.7       90.8:       6.3        9.2
Old  :     100.0:      32.7       27.6       30.1       30.6       33.3       93.4       91.0:       6.6        9.0
Other:     100.0:      29.7       29.4       26.4       38.1       34.6       94.3       90.4:       5.7        9.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       359:       113         99        124         87        122        270        289:
Old  :       341:       114         94        105         79        114        246        264:
Other:       210:        60         55         50         51         77        140        156:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.3       10.4       18.3       17.5        7.5        8.0       13.0       12.7
Old  :                 10.1       11.9       18.1       21.3        8.6       10.8       14.8       18.5
Other:                 21.0       17.0       33.1       28.5       18.5       13.0       28.5       21.7
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  :    15,937:     6,178          0        759      8,956     14,583     15,893     15,342:        44        595
Old  :    15,066:     5,862        226        533      8,627     13,712     15,022     14,471:        44        595
Other:       871:       541          0          0        329        871        871        871:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -346:      -693          0        282        184       -773       -226       -491:      -120        145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.8        0.0        4.8       56.2       91.5       99.7       96.3:       0.3        3.7
Old  :     100.0:      38.9        1.5        3.5       57.3       91.0       99.7       96.1:       0.3        3.9
Other:     100.0:      62.2        0.0        0.0       37.8      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         6          0          3          8         20         14         23:
Old  :        26:         4          2          2          7         20         12         23:
Other:         9:         2          0          0          3          4          5          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 65.0       38.8       88.5       66.4       47.0       35.8       60.3       55.0
Old  :                 67.8       39.9       92.7       68.9       53.7       37.9       69.5       58.1
Other:                 89.2      100.0      100.0      100.0       89.2      100.0      100.0      100.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  :   292,381:    75,619     87,142     88,799     99,117     97,886    263,535    273,826:    28,845     18,554
Old  :   225,230:    77,333     87,528     58,651     68,957     64,854    204,941    211,033:    20,288     14,196
Other:    67,151:    21,363     22,690      7,072     30,160     33,032     58,594     62,793:     8,557      4,358
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     8,736:     1,595     10,913      2,977      2,337     -5,255      6,909      8,635:     1,827        101
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.9       29.8       30.4       33.9       33.5       90.1       93.7:       9.9        6.3
Old  :     100.0:      34.3       38.9       26.0       30.6       28.8       91.0       93.7:       9.0        6.3
Other:     100.0:      31.8       33.8       10.5       44.9       49.2       87.3       93.5:      12.7        6.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       274:        87         64         78         93         80        221        188:
Old  :       266:        84         65         61         90         72        206        168:
Other:       165:        45         33         27         49         55        111        100:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  9.6       16.0       17.3       25.6        8.9       14.8       15.4       22.3
Old  :                 10.8       15.5       19.4       26.3       10.1       14.1       18.6       22.7
Other:                 15.8       40.1       27.9       55.3       15.8       40.1       27.9       51.4
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  : 1,756,437:   235,838    311,755    508,368    713,216    752,464  1,457,421  1,572,586:   299,015    183,851
Old  : 1,540,081:   222,585    323,246    425,029    614,914    652,103  1,262,529  1,400,378:   277,552    139,702
Other:   216,356:    69,559     44,815     27,032     98,302    100,361    194,893    172,208:    21,463     44,148
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    43,266:    -7,993     18,357     27,736     17,052      1,104     36,796     47,197:     6,470     -3,931
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.4       17.7       28.9       40.6       42.8       83.0       89.5:      17.0       10.5
Old  :     100.0:      14.5       21.0       27.6       39.9       42.3       82.0       90.9:      18.0        9.1
Other:     100.0:      32.2       20.7       12.5       45.4       46.4       90.1       79.6:       9.9       20.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       801:       178        141        188        395        368        669        609:
Old  :       794:       172        150        175        386        360        653        592:
Other:       453:        72         59         37        121        264        205        348:
     :----------------------------------------------------------------------------------------------------
     :             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        8.3       14.1       14.7        6.0        6.3       10.4       10.4
Old  :                  8.5        9.4       15.4       16.0        7.3        6.8       12.0       11.3
Other:                 19.0       18.9       29.0       28.5       18.0       17.1       27.2       26.4
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 5,000 BUSHELS)                                               :
     :          :                                                                            :
All  :     5,911:     2,937        250          0      1,213      4,657      4,150      4,907:     1,761      1,004
Old  :     5,675:     2,937        250          0      1,091      4,480      4,028      4,730:     1,647        945
Other:       236:         0          0          0        122        177        122        177:       114         59
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -640:      -443         83         -3          6       -433       -440       -353:      -200       -287
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.7        4.2        0.0       20.5       78.8       70.2       83.0:      29.8       17.0
Old  :     100.0:      51.8        4.4        0.0       19.2       78.9       71.0       83.3:      29.0       16.7
Other:     100.0:       0.0        0.0        0.0       51.7       75.0       51.7       75.0:      48.3       25.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:        11          2          0          9          8         20         10:
Old  :        25:        11          2          0          6          8         17         10:
Other:         6:         0          0          0          4          4          4          4:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.8       63.4       52.8       80.2       36.8       63.2       52.8       78.5
Old  :                 38.3       64.6       54.5       80.4       38.3       64.5       54.5       80.3
Other:                 51.7       75.0       51.7       75.0       19.1       42.4       19.1       42.4
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  : 1,005,156:   111,873    192,049    297,511    519,941    444,583    929,325    934,144:    75,830     71,012
Old  :   899,917:   103,829    195,942    248,471    477,270    395,353    829,570    839,766:    70,348     60,152
Other:   105,238:    25,969     14,034     31,115     42,672     49,230     99,756     94,378:     5,482     10,860
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    17,175:       149     11,722     -6,665     19,970     13,795     13,454     18,852:     3,721     -1,676
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.1       19.1       29.6       51.7       44.2       92.5       92.9:       7.5        7.1
Old  :     100.0:      11.5       21.8       27.6       53.0       43.9       92.2       93.3:       7.8        6.7
Other:     100.0:      24.7       13.3       29.6       40.5       46.8       94.8       89.7:       5.2       10.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       605:       171        146        214        220        219        507        483:
Old  :       597:       163        155        204        214        211        491        468:
Other:       283:        60         48         58         75        140        161        222:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.5       12.1       20.3       20.0        8.8        8.4       13.9       13.5
Old  :                 12.0       13.0       20.7       20.9        9.7        9.1       15.2       14.3
Other:                 16.8       21.3       29.5       34.9       14.3       15.9       24.7       24.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  :   550,400:   138,264     41,732    132,812    242,202    353,100    513,278    527,644:    37,122     22,757
Old  :   508,205:   139,602     42,852    121,004    213,951    323,210    474,557    487,066:    33,648     21,139
Other:    42,195:     5,438      5,656      5,032     28,251     29,890     38,721     40,578:     3,474      1,617
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -9,630:     8,341     -8,066    -16,278     -2,870     17,801    -10,807     -6,544:     1,176     -3,087
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.6       24.1       44.0       64.2       93.3       95.9:       6.7        4.1
Old  :     100.0:      27.5        8.4       23.8       42.1       63.6       93.4       95.8:       6.6        4.2
Other:     100.0:      12.9       13.4       11.9       67.0       70.8       91.8       96.2:       8.2        3.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       327:       113         65        125         99         86        288        229:
Old  :       327:       117         71        120         98         84        287        222:
Other:       107:        28         22         24         38         25         80         59:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.6       28.9       19.9       38.7       10.9       26.3       16.7       34.4
Old  :                 12.3       30.2       20.3       39.9       11.8       27.3       17.2       35.4
Other:                 34.5       29.6       50.3       49.0       34.5       29.0       49.5       48.4
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  : 1,174,606:   116,142    192,364    127,055    749,934    713,217    993,131  1,032,636:   181,475    141,970
Old  : 1,174,606:   116,142    192,364    127,055    749,934    713,217    993,131  1,032,636:   181,475    141,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     4,355:   -10,676        521     14,523      2,148     -4,533      5,995     10,511:    -1,639     -6,155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.9       16.4       10.8       63.8       60.7       84.6       87.9:      15.4       12.1
Old  :     100.0:       9.9       16.4       10.8       63.8       60.7       84.6       87.9:      15.4       12.1
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  :       184:        41         23         43         96         92        151        144:
Old  :       184:        41         23         43         96         92        151        144:
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  :                 20.9       29.5       29.2       38.9       14.4       24.6       21.5       32.0
Old  :                 20.9       29.5       29.2       38.9       14.4       24.6       21.5       32.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  : 1,211,695:    90,807    475,569      7,923    957,075    647,106  1,055,804  1,130,598:   155,891     81,097
Old  : 1,211,695:    90,807    475,569      7,923    957,075    647,106  1,055,804  1,130,598:   155,891     81,097
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,061:   -15,989      6,123     -6,504     23,099      9,263        606      8,882:    -3,667    -11,943
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.5       39.2        0.7       79.0       53.4       87.1       93.3:      12.9        6.7
Old  :     100.0:       7.5       39.2        0.7       79.0       53.4       87.1       93.3:      12.9        6.7
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  :       144:        21         18         14         84         76        111        102:
Old  :       144:        21         18         14         84         76        111        102:
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  :                 26.0       36.4       38.1       52.2       23.0       35.1       32.8       47.7
Old  :                 26.0       36.4       38.1       52.2       23.0       35.1       32.8       47.7
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, December 10, 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  :   477,057:    72,828     86,935    103,802    247,513    254,730    424,143    445,466:    52,914     31,591
Old  :   440,468:    72,490     86,156     93,573    224,439    231,082    390,501    410,810:    49,966     29,658
Other:    36,589:     4,343      4,783      6,225     23,074     23,648     33,642     34,656:     2,947      1,933
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    13,173:     1,720     -9,287      1,704      6,193     19,301      9,617     11,717:     3,556      1,456
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.3       18.2       21.8       51.9       53.4       88.9       93.4:      11.1        6.6
Old  :     100.0:      16.5       19.6       21.2       51.0       52.5       88.7       93.3:      11.3        6.7
Other:     100.0:      11.9       13.1       17.0       63.1       64.6       91.9       94.7:       8.1        5.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        78         66         96        115         88        247        214:
Old  :       296:        81         66         96        115         87        247        213:
Other:       108:        17         19         20         54         25         85         55:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.7       25.2       18.3       33.3        9.7       22.8       14.8       29.2
Old  :                 12.3       26.0       18.6       33.8       10.5       24.1       16.2       30.2
Other:                 32.1       37.0       47.0       54.9       29.0       33.7       40.3       48.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    10,740:     2,476      1,592        802      5,370      7,258      8,648      9,653:     2,092      1,088
Old  :    10,739:     2,476      1,592        802      5,370      7,257      8,648      9,652:     2,091      1,088
Other:         1:         0          0          0          0          1          0          1:         1          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :       355:       365        -12         23       -155        348        232        359:       122         -4
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.1       14.8        7.5       50.0       67.6       80.5       89.9:      19.5       10.1
Old  :     100.0:      23.1       14.8        7.5       50.0       67.6       80.5       89.9:      19.5       10.1
Other:     100.0:       0.0        0.0        0.0        0.0      100.0        0.0      100.0:     100.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        57:        20         10         10         16         19         42         33:
Old  :        57:        20         10         10         16         19         42         33:
Other:         1:         0          0          0          0          1          0          1:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 36.0       46.1       50.6       65.4       35.6       41.1       45.5       60.5
Old  :                 36.0       46.1       50.6       65.4       35.6       41.1       45.5       60.5
Other:                  0.0      100.0        0.0      100.0        0.0      100.0        0.0      100.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF $200,000 FACE VALUE)                                         :
     :          :                                                                            :
All  : 3,583,719:   705,515  1,069,534    101,694  2,586,183  2,304,074  3,393,392  3,475,303:   190,326    108,416
Old  : 3,583,719:   705,515  1,069,534    101,694  2,586,183  2,304,074  3,393,392  3,475,303:   190,326    108,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    -3,021:   -19,213    -35,010     11,844        560     16,821     -6,808     -6,344:     3,787      3,323
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.7       29.8        2.8       72.2       64.3       94.7       97.0:       5.3        3.0
Old  :     100.0:      19.7       29.8        2.8       72.2       64.3       94.7       97.0:       5.3        3.0
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  :       359:        70         47         41        194        140        288        204:
Old  :       359:        70         47         41        194        140        288        204:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 22.0       29.5       35.1       47.8       21.3       28.6       33.0       46.8
Old  :                 22.0       29.5       35.1       47.8       21.3       28.6       33.0       46.8
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, December 10, 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  : 4,453,063:   655,585    803,822    509,958  2,905,550  2,719,649  4,071,093  4,033,428:   381,970    419,635
Old  : 4,453,063:   655,585    803,822    509,958  2,905,550  2,719,649  4,071,093  4,033,428:   381,970    419,635
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    43,069:   -35,225    -97,456     51,188     49,476     99,073     65,439     52,805:   -22,370     -9,736
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.7       18.1       11.5       65.2       61.1       91.4       90.6:       8.6        9.4
Old  :     100.0:      14.7       18.1       11.5       65.2       61.1       91.4       90.6:       8.6        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       414:        67         80         89        227        210        343        330:
Old  :       414:        67         80         89        227        210        343        330:
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       16.7       27.2       27.5       12.5       13.9       18.3       21.1
Old  :                 19.5       16.7       27.2       27.5       12.5       13.9       18.3       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, December 10, 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  :   911,533:   146,217    112,310      4,679    655,481    621,331    806,377    738,320:   105,156    173,213
Old  :   911,533:   146,217    112,310      4,679    655,481    621,331    806,377    738,320:   105,156    173,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :    16,104:    21,412      3,988     -1,508        351     11,636     20,255     14,116:    -4,151      1,988
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.0       12.3        0.5       71.9       68.2       88.5       81.0:      11.5       19.0
Old  :     100.0:      16.0       12.3        0.5       71.9       68.2       88.5       81.0:      11.5       19.0
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  :       113:        15         16          8         60         69         78         90:
Old  :       113:        15         16          8         60         69         78         90:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.9       21.3       44.7       34.3       28.0       21.0       40.0       31.2
Old  :                 28.9       21.3       44.7       34.3       28.0       21.0       40.0       31.2
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, December 10, 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  : 4,500,913:   406,293    736,418    276,091  3,503,122  3,162,897  4,185,505  4,175,405:   315,408    325,508
Old  : 4,500,913:   406,293    736,418    276,091  3,503,122  3,162,897  4,185,505  4,175,405:   315,408    325,508
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :   -86,478:   -96,816    -44,989     38,301    -18,597    -72,337    -77,112    -79,025:    -9,366     -7,453
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.0       16.4        6.1       77.8       70.3       93.0       92.8:       7.0        7.2
Old  :     100.0:       9.0       16.4        6.1       77.8       70.3       93.0       92.8:       7.0        7.2
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  :       323:        56         51         61        164        162        251        243:
Old  :       323:        56         51         61        164        162        251        243:
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  :                 37.4       24.9       48.1       36.2       27.6       20.7       37.1       29.8
Old  :                 37.4       24.9       48.1       36.2       27.6       20.7       37.1       29.8
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, December 10, 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  : 1,850,776:   466,923    197,802    317,634  1,022,771  1,296,801  1,807,328  1,812,237:    43,447     38,539
Old  : 1,850,776:   466,923    197,802    317,634  1,022,771  1,296,801  1,807,328  1,812,237:    43,447     38,539
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     8,449:    11,457    -13,386    -26,475     22,470     41,439      7,453      1,578:       996      6,871
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.2       10.7       17.2       55.3       70.1       97.7       97.9:       2.3        2.1
Old  :     100.0:      25.2       10.7       17.2       55.3       70.1       97.7       97.9:       2.3        2.1
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  :       151:        41         27         43         72         64        137        114:
Old  :       151:        41         27         43         72         64        137        114:
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  :                 32.6       36.0       46.3       53.4       24.3       28.9       30.2       37.5
Old  :                 32.6       36.0       46.3       53.4       24.3       28.9       30.2       37.5
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, December 10, 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  :    54,371:    20,855     10,458        979     24,289     34,585     46,123     46,022:     8,248      8,349
Old  :    54,371:    20,855     10,458        979     24,289     34,585     46,123     46,022:     8,248      8,349
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,985:     2,200      4,517     -1,442      2,449        132      3,207      3,206:      -222       -221
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       19.2        1.8       44.7       63.6       84.8       84.6:      15.2       15.4
Old  :     100.0:      38.4       19.2        1.8       44.7       63.6       84.8       84.6:      15.2       15.4
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  :       109:        40         19          9         33         32         77         56:
Old  :       109:        40         19          9         33         32         77         56:
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  :                 32.4       33.8       45.9       49.6       28.4       33.6       39.8       45.5
Old  :                 32.4       33.8       45.9       49.6       28.4       33.6       39.8       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  :   108,742:    41,710     20,916      1,957     48,579     69,170     92,246     92,044:    16,496     16,698
Old  :   108,742:    41,710     20,916      1,957     48,579     69,170     92,246     92,044:    16,496     16,698
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     5,971:     4,400      9,034     -2,884      4,898        263      6,414      6,412:      -443       -441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      38.4       19.2        1.8       44.7       63.6       84.8       84.6:      15.2       15.4
Old  :     100.0:      38.4       19.2        1.8       44.7       63.6       84.8       84.6:      15.2       15.4
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  :       109:        40         19          9         33         32         77         56:
Old  :       109:        40         19          9         33         32         77         56:
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  :                 32.4       33.8       45.9       49.6       28.4       33.6       39.8       45.5
Old  :                 32.4       33.8       45.9       49.6       28.4       33.6       39.8       45.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 10, 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  :    27,818:     1,551        760          0     24,319     25,839     25,870     26,599:     1,948      1,219
Old  :    27,818:     1,551        760          0     24,319     25,839     25,870     26,599:     1,948      1,219
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :      -411:       -64        312          0         89       -358         25        -46:      -436       -365
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.6        2.7        0.0       87.4       92.9       93.0       95.6:       7.0        4.4
Old  :     100.0:       5.6        2.7        0.0       87.4       92.9       93.0       95.6:       7.0        4.4
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  :        29:         3          2          0         15         11         18         13:
Old  :        29:         3          2          0         15         11         18         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  :                 63.8       64.6       82.1       90.9       63.5       64.6       81.1       90.9
Old  :                 63.8       64.6       82.1       90.9       63.5       64.6       81.1       90.9
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, December 10, 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  :    20,294:    11,279     16,479      2,865      5,885        892     20,029     20,236:       265         58
Old  :    20,294:    11,279     16,479      2,865      5,885        892     20,029     20,236:       265         58
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,535:       134        740      2,151        272       -395      2,557      2,496:       -22         39
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      55.6       81.2       14.1       29.0        4.4       98.7       99.7:       1.3        0.3
Old  :     100.0:      55.6       81.2       14.1       29.0        4.4       98.7       99.7:       1.3        0.3
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  :        41:        22         14          5          5          2         31         17:
Old  :        41:        22         14          5          5          2         31         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  :                 59.7       70.1       82.7       83.1       55.6       59.3       69.3       71.8
Old  :                 59.7       70.1       82.7       83.1       55.6       59.3       69.3       71.8
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, December 10, 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  :   100,438:    50,637      6,341     36,476     13,289     54,561    100,402     97,378:        36      3,060
Old  :   100,438:    50,637      6,341     36,476     13,289     54,561    100,402     97,378:        36      3,060
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     1,989:      -896        -37      2,930          0       -545      2,034      2,348:       -45       -359
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.4        6.3       36.3       13.2       54.3      100.0       97.0:       0.0        3.0
Old  :     100.0:      50.4        6.3       36.3       13.2       54.3      100.0       97.0:       0.0        3.0
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  :        32:         7          6          2          4         16         12         23:
Old  :        32:         7          6          2          4         16         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  :                 96.8       83.5       99.5       91.4       60.6       49.9       63.4       56.1
Old  :                 96.8       83.5       99.5       91.4       60.6       49.9       63.4       56.1
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, December 10, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (NOTIONAL VALUE OF $100,000)                                               :
     :          :                                                                            :
All  :    62,298:    27,278        923     32,101      2,913     27,734     62,292     60,758:         6      1,540
Old  :    62,298:    27,278        923     32,101      2,913     27,734     62,292     60,758:         6      1,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     3,530:       900         -1      2,625          0      1,035      3,525      3,659:         5       -129
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      43.8        1.5       51.5        4.7       44.5      100.0       97.5:       0.0        2.5
Old  :     100.0:      43.8        1.5       51.5        4.7       44.5      100.0       97.5:       0.0        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:         7          4          3          2         11         10         17:
Old  :        24:         7          4          3          2         11         10         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       92.7       99.6       96.1       46.2       43.1       48.4       45.3
Old  :                 97.0       92.7       99.6       96.1       46.2       43.1       48.4       45.3
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, December 10, 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  :    53,246:    20,194     20,077     33,052          0          0     53,246     53,129:         0        117
Old  :    53,246:    20,194     20,077     33,052          0          0     53,246     53,129:         0        117
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 3, 2019                     :
     :     2,725:    -1,466     -1,575      4,203          0          0      2,737      2,628:       -12         97
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      37.9       37.7       62.1        0.0        0.0      100.0       99.8:       0.0        0.2
Old  :     100.0:      37.9       37.7       62.1        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  :        24:         6         17          6          0          0         10         20:
Old  :        24:         6         17          6          0          0         10         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  :                 85.8       79.7       99.6       91.9       32.7       26.6       37.9       33.8
Old  :                 85.8       79.7       99.6       91.9       32.7       26.6       37.9       33.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 13, 2019