WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  :   513,996:   120,750     89,451    201,404    161,659    175,914    483,814    466,769:    30,182     47,226
Old  :   357,285:   114,786     91,516    114,789    106,168    117,990    335,743    324,295:    21,542     32,990
Other:   156,711:    45,574     37,545     47,005     55,491     57,924    148,070    142,474:     8,640     14,236
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    47,772:    14,517        225     24,416      8,232     18,708     47,165     43,349:       607      4,422
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.5       17.4       39.2       31.5       34.2       94.1       90.8:       5.9        9.2
Old  :     100.0:      32.1       25.6       32.1       29.7       33.0       94.0       90.8:       6.0        9.2
Other:     100.0:      29.1       24.0       30.0       35.4       37.0       94.5       90.9:       5.5        9.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       376:       117        107        138         86        126        283        305:
Old  :       353:       109        107        117         79        115        257        274:
Other:       218:        64         50         51         50         85        141        163:
     :----------------------------------------------------------------------------------------------------
     :             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       10.0       17.5       17.2        7.2        7.2       11.9       11.5
Old  :                  9.7       11.4       17.6       20.0        7.7       10.1       13.4       16.4
Other:                 21.5       16.6       32.9       28.1       18.1       11.9       26.6       20.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  :    18,398:     5,983          0        890     11,476     17,074     18,349     17,964:        49        434
Old  :    16,960:     5,452        225        665     10,794     15,636     16,911     16,526:        49        434
Other:     1,438:       756          0          0        682      1,438      1,438      1,438:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     2,462:      -195          0        132      2,520      2,491      2,457      2,623:         5       -161
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.5        0.0        4.8       62.4       92.8       99.7       97.6:       0.3        2.4
Old  :     100.0:      32.1        1.3        3.9       63.6       92.2       99.7       97.4:       0.3        2.6
Other:     100.0:      52.5        0.0        0.0       47.5      100.0      100.0      100.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        28:         6          0          3         10         22         16         25:
Old  :        28:         4          2          2          9         22         14         25:
Other:        10:         2          0          0          4          5          6          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 56.2       41.8       81.1       65.2       35.0       33.3       47.6       47.1
Old  :                 60.0       41.3       87.0       66.7       41.7       36.1       58.4       52.3
Other:                 81.0       93.0      100.0      100.0       81.0       81.7       88.6       88.6
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  :   304,352:    80,626     76,232     95,978     98,640    113,451    275,244    285,661:    29,107     18,690
Old  :   232,052:    81,735     76,945     62,623     66,771     78,194    211,128    217,762:    20,924     14,290
Other:    72,300:    22,266     22,662      9,980     31,870     35,257     64,116     67,899:     8,184      4,400
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    11,971:     5,006    -10,910      7,179       -476     15,565     11,709     11,835:       262        136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5       25.0       31.5       32.4       37.3       90.4       93.9:       9.6        6.1
Old  :     100.0:      35.2       33.2       27.0       28.8       33.7       91.0       93.8:       9.0        6.2
Other:     100.0:      30.8       31.3       13.8       44.1       48.8       88.7       93.9:      11.3        6.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       279:        95         53         78         95         89        228        191:
Old  :       267:        89         55         61         89         83        209        171:
Other:       172:        45         32         30         54         59        118        106:
     :----------------------------------------------------------------------------------------------------
     :             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       15.9       17.4       25.7        8.7       14.7       15.1       22.2
Old  :                 10.9       14.5       19.8       26.5       10.1       13.3       17.9       22.3
Other:                 16.5       38.4       27.9       52.0       16.5       38.4       27.9       48.9
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  : 1,800,803:   250,696    307,080    516,797    726,492    792,754  1,493,986  1,616,632:   306,817    184,171
Old  : 1,575,590:   232,902    320,017    430,121    628,619    687,412  1,291,641  1,437,550:   283,949    138,040
Other:   225,213:    77,837     47,106     26,634     97,873    105,342    202,345    179,082:    22,868     46,131
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    44,366:    14,859     -4,674      8,430     13,276     40,290     36,565     44,046:     7,802        320
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       17.1       28.7       40.3       44.0       83.0       89.8:      17.0       10.2
Old  :     100.0:      14.8       20.3       27.3       39.9       43.6       82.0       91.2:      18.0        8.8
Other:     100.0:      34.6       20.9       11.8       43.5       46.8       89.8       79.5:      10.2       20.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       820:       174        144        197        408        386        689        633:
Old  :       814:       170        156        179        400        376        672        612:
Other:       472:        73         64         45        124        276        216        367:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                  7.5        8.1       14.1       14.4        5.8        6.1        9.6       10.1
Old  :                  8.4        9.2       15.2       15.8        6.7        6.6       11.1       11.0
Other:                 19.9       19.0       29.6       27.9       19.2       17.1       27.8       25.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  :     5,701:     2,742        170          0      1,215      4,546      3,957      4,716:     1,744        985
Old  :     5,453:     2,742        170          0      1,093      4,354      3,835      4,524:     1,618        929
Other:       248:         0          0          0        122        192        122        192:       126         56
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :      -210:      -195        -80          0          2       -111       -193       -191:       -17        -19
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.1        3.0        0.0       21.3       79.7       69.4       82.7:      30.6       17.3
Old  :     100.0:      50.3        3.1        0.0       20.0       79.8       70.3       83.0:      29.7       17.0
Other:     100.0:       0.0        0.0        0.0       49.2       77.4       49.2       77.4:      50.8       22.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:        10          1          0          8          9         18         10:
Old  :        23:        10          1          0          5          9         15         10:
Other:         7:         0          0          0          4          5          4          5:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 38.6       64.4       54.4       80.7       38.6       64.3       54.0       79.1
Old  :                 40.3       65.7       56.4       80.9       40.3       65.7       56.1       80.9
Other:                 49.2       77.0       49.2       77.4       15.7       43.5       15.7       44.0
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  :   969,569:   121,901    166,021    285,459    485,245    447,953    892,605    899,433:    76,964     70,136
Old  :   849,169:   112,515    174,184    226,591    439,589    389,662    778,695    790,437:    70,474     58,731
Other:   120,400:    31,081     13,531     37,173     45,656     58,291    113,910    108,995:     6,490     11,405
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :   -35,586:    10,028    -26,029    -12,052    -34,696      3,370    -36,720    -34,711:     1,134       -875
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.6       17.1       29.4       50.0       46.2       92.1       92.8:       7.9        7.2
Old  :     100.0:      13.2       20.5       26.7       51.8       45.9       91.7       93.1:       8.3        6.9
Other:     100.0:      25.8       11.2       30.9       37.9       48.4       94.6       90.5:       5.4        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       605:       180        128        209        221        230        511        481:
Old  :       598:       176        139        194        215        222        493        464:
Other:       307:        64         52         58         79        153        174        236:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 11.0       12.1       19.3       19.7        9.0        9.5       14.0       14.6
Old  :                 11.7       13.0       19.8       20.5       10.3       10.4       15.6       15.7
Other:                 15.1       19.2       27.2       31.8       12.7       14.4       21.6       22.1
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  :   561,425:   157,208     30,199    137,086    230,214    369,873    524,508    537,158:    36,916     24,266
Old  :   516,733:   158,691     31,774    125,943    199,806    337,194    484,441    494,911:    32,292     21,822
Other:    44,692:     5,714      5,623      3,946     30,408     32,679     40,068     42,248:     4,624      2,444
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    11,024:    18,944    -11,533      4,274    -11,988     16,773     11,230      9,515:      -206      1,510
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.0        5.4       24.4       41.0       65.9       93.4       95.7:       6.6        4.3
Old  :     100.0:      30.7        6.1       24.4       38.7       65.3       93.8       95.8:       6.2        4.2
Other:     100.0:      12.8       12.6        8.8       68.0       73.1       89.7       94.5:      10.3        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       330:       128         53        120         97         89        290        222:
Old  :       330:       130         60        113         96         87        287        215:
Other:       103:        28         19         15         39         25         75         51:
     :----------------------------------------------------------------------------------------------------
     :             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       30.7       18.2       40.0       10.8       28.0       16.6       37.2
Old  :                 11.7       32.2       18.4       40.6       11.6       29.5       17.1       37.8
Other:                 34.1       31.8       51.6       54.0       34.1       31.8       50.6       53.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  : 1,227,199:   128,715    202,449    125,879    790,185    760,852  1,044,779  1,089,180:   182,420    138,019
Old  : 1,227,199:   128,715    202,449    125,879    790,185    760,852  1,044,779  1,089,180:   182,420    138,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    52,593:    12,573     10,085     -1,176     40,252     47,634     51,648     56,544:       944     -3,951
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       16.5       10.3       64.4       62.0       85.1       88.8:      14.9       11.2
Old  :     100.0:      10.5       16.5       10.3       64.4       62.0       85.1       88.8:      14.9       11.2
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  :       190:        38         28         44         94         96        151        149:
Old  :       190:        38         28         44         94         96        151        149:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 23.2       28.0       31.1       37.6       17.2       23.9       24.2       32.3
Old  :                 23.2       28.0       31.1       37.6       17.2       23.9       24.2       32.3
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 17, 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  : 1,224,325:    78,272    483,360      6,384    980,826    651,676  1,065,482  1,141,419:   158,843     82,906
Old  : 1,224,325:    78,272    483,360      6,384    980,826    651,676  1,065,482  1,141,419:   158,843     82,906
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    12,631:   -12,535      7,791     -1,539     23,752      4,569      9,678     10,822:     2,952      1,809
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.4       39.5        0.5       80.1       53.2       87.0       93.2:      13.0        6.8
Old  :     100.0:       6.4       39.5        0.5       80.1       53.2       87.0       93.2:      13.0        6.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       140:        19         16         14         86         74        111         98:
Old  :       140:        19         16         14         86         74        111         98:
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  :                 26.1       36.1       38.2       52.2       23.1       35.3       33.0       47.6
Old  :                 26.1       36.1       38.2       52.2       23.1       35.3       33.0       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  :   489,233:    76,844     90,278    107,275    253,314    264,002    437,433    461,554:    51,800     27,679
Old  :   448,707:    76,578     90,686     96,050    227,472    236,142    400,100    422,878:    48,607     25,829
Other:    40,526:     5,747      5,072      5,743     25,842     27,860     37,333     38,676:     3,193      1,850
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    12,176:     4,016      3,343      3,473      5,801      9,272     13,290     16,088:    -1,114     -3,912
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.7       18.5       21.9       51.8       54.0       89.4       94.3:      10.6        5.7
Old  :     100.0:      17.1       20.2       21.4       50.7       52.6       89.2       94.2:      10.8        5.8
Other:     100.0:      14.2       12.5       14.2       63.8       68.7       92.1       95.4:       7.9        4.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       298:        75         71         93        119         89        248        214:
Old  :       297:        81         69         92        118         88        247        212:
Other:       112:        18         21         24         58         25         93         57:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.2       24.2       17.0       32.7        9.5       21.5       14.5       28.7
Old  :                 11.6       25.2       17.5       33.2       10.2       22.4       15.8       29.3
Other:                 29.1       34.7       42.2       51.8       26.1       31.8       36.8       47.6
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 2019                         
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : (CONTRACTS OF 200,000 POUNDS)                                              :
     :          :                                                                            :
All  :    11,509:     2,954      1,725        773      5,324      7,703      9,051     10,202:     2,458      1,308
Old  :    11,499:     2,954      1,725        773      5,324      7,696      9,051     10,195:     2,448      1,305
Other:        10:         0          0          0          0          7          0          7:        10          3
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :       769:       478        133        -29        -46        445        403        549:       366        220
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.7       15.0        6.7       46.3       66.9       78.6       88.6:      21.4       11.4
Old  :     100.0:      25.7       15.0        6.7       46.3       66.9       78.7       88.7:      21.3       11.3
Other:     100.0:       0.0        0.0        0.0        0.0       70.0        0.0       70.0:     100.0       30.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        55:        22         11          9         13         16         41         30:
Old  :        55:        22         11          9         13         16         41         30:
Other:         2:         0          0          0          0          2          0          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  :                 33.4       45.6       48.9       65.9       32.2       41.3       43.7       61.7
Old  :                 33.4       45.6       49.0       65.9       32.3       41.3       43.7       61.7
Other:                  0.0       70.0        0.0       70.0        0.0       70.0        0.0       70.0
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  : 3,670,196:   765,912  1,116,528     98,538  2,626,937  2,350,222  3,491,387  3,565,287:   178,809    104,909
Old  : 3,670,196:   765,912  1,116,528     98,538  2,626,937  2,350,222  3,491,387  3,565,287:   178,809    104,909
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    86,478:    60,397     46,993     -3,157     40,754     46,147     97,995     89,984:   -11,517     -3,506
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       30.4        2.7       71.6       64.0       95.1       97.1:       4.9        2.9
Old  :     100.0:      20.9       30.4        2.7       71.6       64.0       95.1       97.1:       4.9        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  :       363:        71         43         42        198        146        289        211:
Old  :       363:        71         43         42        198        146        289        211:
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  :                 22.8       30.6       36.6       49.1       22.1       29.7       34.5       48.2
Old  :                 22.8       30.6       36.6       49.1       22.1       29.7       34.5       48.2
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 17, 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  : 4,354,851:   600,267    808,037    446,570  2,899,672  2,681,704  3,946,509  3,936,311:   408,342    418,540
Old  : 4,354,851:   600,267    808,037    446,570  2,899,672  2,681,704  3,946,509  3,936,311:   408,342    418,540
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :   -98,212:   -55,318      4,215    -63,388     -5,878    -37,944   -124,584    -97,117:    26,372     -1,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       18.6       10.3       66.6       61.6       90.6       90.4:       9.4        9.6
Old  :     100.0:      13.8       18.6       10.3       66.6       61.6       90.6       90.4:       9.4        9.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       419:        79         74         92        228        209        350        332:
Old  :       419:        79         74         92        228        209        350        332:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 19.2       16.4       26.7       26.8       12.0       13.6       18.0       21.1
Old  :                 19.2       16.4       26.7       26.8       12.0       13.6       18.0       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 17, 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  :   919,069:   126,682    119,694      4,728    687,172    614,136    818,582    738,558:   100,487    180,511
Old  :   919,069:   126,682    119,694      4,728    687,172    614,136    818,582    738,558:   100,487    180,511
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     7,536:   -19,535      7,384         49     31,691     -7,195     12,205        238:    -4,669      7,298
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.8       13.0        0.5       74.8       66.8       89.1       80.4:      10.9       19.6
Old  :     100.0:      13.8       13.0        0.5       74.8       66.8       89.1       80.4:      10.9       19.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       116:        13         17          8         61         71         78         92:
Old  :       116:        13         17          8         61         71         78         92:
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  :                 29.0       20.2       45.7       33.1       27.4       19.7       39.7       30.3
Old  :                 29.0       20.2       45.7       33.1       27.4       19.7       39.7       30.3
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 17, 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  : 4,577,216:   386,612    805,565    300,999  3,585,917  3,153,350  4,273,528  4,259,914:   303,688    317,303
Old  : 4,577,216:   386,612    805,565    300,999  3,585,917  3,153,350  4,273,528  4,259,914:   303,688    317,303
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    76,303:   -19,681     69,147     24,908     82,796     -9,547     88,023     84,509:   -11,720     -8,206
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.4       17.6        6.6       78.3       68.9       93.4       93.1:       6.6        6.9
Old  :     100.0:       8.4       17.6        6.6       78.3       68.9       93.4       93.1:       6.6        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       331:        57         57         62        165        158        256        243:
Old  :       331:        57         57         62        165        158        256        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  :                 37.3       24.9       47.9       35.9       27.9       20.7       37.8       29.6
Old  :                 37.3       24.9       47.9       35.9       27.9       20.7       37.8       29.6
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 17, 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  : 1,871,018:   469,986    136,923    365,968    990,818  1,333,677  1,826,772  1,836,568:    44,246     34,450
Old  : 1,871,018:   469,986    136,923    365,968    990,818  1,333,677  1,826,772  1,836,568:    44,246     34,450
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    20,242:     3,062    -60,879     48,334    -31,952     36,876     19,444     24,331:       798     -4,089
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      25.1        7.3       19.6       53.0       71.3       97.6       98.2:       2.4        1.8
Old  :     100.0:      25.1        7.3       19.6       53.0       71.3       97.6       98.2:       2.4        1.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       150:        44         24         46         68         65        135        116:
Old  :       150:        44         24         46         68         65        135        116:
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  :                 31.5       36.7       45.9       54.0       23.0       28.4       29.1       36.6
Old  :                 31.5       36.7       45.9       54.0       23.0       28.4       29.1       36.6
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 17, 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  :    61,304:    21,787     10,779        847     29,827     40,199     52,462     51,825:     8,843      9,479
Old  :    61,304:    21,787     10,779        847     29,827     40,199     52,462     51,825:     8,843      9,479
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :     6,933:       932        320       -131      5,538      5,614      6,339      5,803:       595      1,130
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       17.6        1.4       48.7       65.6       85.6       84.5:      14.4       15.5
Old  :     100.0:      35.5       17.6        1.4       48.7       65.6       85.6       84.5:      14.4       15.5
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  :       102:        37         14         11         37         34         78         56:
Old  :       102:        37         14         11         37         34         78         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  :                 28.8       30.9       43.1       46.9       26.8       29.9       37.9       42.2
Old  :                 28.8       30.9       43.1       46.9       26.8       29.9       37.9       42.2
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 17, 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  :   122,609:    43,574     21,557      1,695     59,655     80,399    104,924    103,651:    17,685     18,958
Old  :   122,609:    43,574     21,557      1,695     59,655     80,399    104,924    103,651:    17,685     18,958
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    13,867:     1,864        641       -263     11,076     11,228     12,677     11,607:     1,190      2,260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.5       17.6        1.4       48.7       65.6       85.6       84.5:      14.4       15.5
Old  :     100.0:      35.5       17.6        1.4       48.7       65.6       85.6       84.5:      14.4       15.5
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  :       102:        37         14         11         37         34         78         56:
Old  :       102:        37         14         11         37         34         78         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  :                 28.8       30.9       43.1       46.9       26.8       29.9       37.9       42.2
Old  :                 28.8       30.9       43.1       46.9       26.8       29.9       37.9       42.2
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 17, 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  :    47,336:     2,107        448          0     43,721     45,494     45,828     45,942:     1,508      1,394
Old  :    47,336:     2,107        448          0     43,721     45,494     45,828     45,942:     1,508      1,394
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    19,518:       556       -312          0     19,402     19,655     19,958     19,343:      -440        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.5        0.9        0.0       92.4       96.1       96.8       97.1:       3.2        2.9
Old  :     100.0:       4.5        0.9        0.0       92.4       96.1       96.8       97.1:       3.2        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  :        29:         3          1          0         18         13         21         14:
Old  :        29:         3          1          0         18         13         21         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.8       71.9       83.2       91.5       46.4       50.4       58.9       65.8
Old  :                 63.8       71.9       83.2       91.5       46.4       50.4       58.9       65.8
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, December 17, 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  :    20,480:    11,698     16,627      2,145      6,245      1,152     20,088     19,924:       392        556
Old  :    20,480:    11,698     16,627      2,145      6,245      1,152     20,088     19,924:       392        556
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :       186:       419        148       -720        360        260         59       -312:       127        498
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.1       81.2       10.5       30.5        5.6       98.1       97.3:       1.9        2.7
Old  :     100.0:      57.1       81.2       10.5       30.5        5.6       98.1       97.3:       1.9        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  :        41:        23         13          4          5          3         31         17:
Old  :        41:        23         13          4          5          3         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  :                 57.1       68.0       79.9       81.8       55.4       60.6       70.0       74.0
Old  :                 57.1       68.0       79.9       81.8       55.4       60.6       70.0       74.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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  :    66,231:    20,742      5,027     29,779     15,678     28,710     66,199     63,516:        32      2,715
Old  :    66,231:    20,742      5,027     29,779     15,678     28,710     66,199     63,516:        32      2,715
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :   -34,207:   -29,895     -1,314     -6,697      2,389    -25,851    -34,203    -33,862:        -4       -345
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        7.6       45.0       23.7       43.3      100.0       95.9:       0.0        4.1
Old  :     100.0:      31.3        7.6       45.0       23.7       43.3      100.0       95.9:       0.0        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  :        28:         5          4          2          6         14         12         19:
Old  :        28:         5          4          2          6         14         12         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 94.3       84.6       99.4       91.8       49.6       42.5       54.7       47.9
Old  :                 94.3       84.6       99.4       91.8       49.6       42.5       54.7       47.9
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 17, 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  :    13,040:     7,099      2,039      3,908      2,033      5,528     13,040     11,475:         0      1,565
Old  :    13,040:     7,099      2,039      3,908      2,033      5,528     13,040     11,475:         0      1,565
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :   -49,258:   -20,179      1,116    -28,193       -880    -22,206    -49,252    -49,283:        -6         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.4       15.6       30.0       15.6       42.4      100.0       88.0:       0.0       12.0
Old  :     100.0:      54.4       15.6       30.0       15.6       42.4      100.0       88.0:       0.0       12.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         5          4          2          1         12          7         17:
Old  :        22:         5          4          2          1         12          7         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       57.5      100.0       78.7       68.0       35.1       70.0       51.9
Old  :                 97.0       57.5      100.0       78.7       68.0       35.1       70.0       51.9
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 17, 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  :    49,133:    15,309     15,174     33,824          0          0     49,133     48,998:         0        135
Old  :    49,133:    15,309     15,174     33,824          0          0     49,133     48,998:         0        135
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 10, 2019                    :
     :    -4,113:    -4,885     -4,903        772          0          0     -4,113     -4,131:         0         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.2       30.9       68.8        0.0        0.0      100.0       99.7:       0.0        0.3
Old  :     100.0:      31.2       30.9       68.8        0.0        0.0      100.0       99.7:       0.0        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  :        23:         5         17          5          0          0          8         20:
Old  :        23:         5         17          5          0          0          8         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  :                 91.5       79.4      100.0       92.3       30.5       19.4       31.2       27.6
Old  :                 91.5       79.4      100.0       92.3       30.5       19.4       31.2       27.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated December 20, 2019