WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   505,930:   158,579    117,438    179,685    134,455    158,393    472,719    455,516:    33,211     50,414
Old  :   300,208:   145,885    144,703     51,089     82,701     78,201    279,675    273,993:    20,533     26,215
Other:   205,722:    97,614     57,655     43,676     51,754     80,192    193,044    181,523:    12,678     24,199
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     2,138:      -374      6,210      3,639     -1,305     -7,390      1,960      2,459:       178       -321
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3       23.2       35.5       26.6       31.3       93.4       90.0:       6.6       10.0
Old  :     100.0:      48.6       48.2       17.0       27.5       26.0       93.2       91.3:       6.8        8.7
Other:     100.0:      47.4       28.0       21.2       25.2       39.0       93.8       88.2:       6.2       11.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       401:       135        108        135         76        125        287        307:
Old  :       374:       131        103         94         65        102        246        255:
Other:       256:        70         66         52         43         99        146        189:
     :----------------------------------------------------------------------------------------------------
     :             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        9.7       17.8       17.6        7.8        7.7       13.6       12.8
Old  :                 11.9       14.6       21.6       24.9       10.9       14.2       18.5       23.2
Other:                 20.6       18.4       31.6       29.6       19.8       15.3       29.1       23.0
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : 50 Metric Tons                                                             :
     :          :                                                                            :
All  :    18,185:     6,422        290        230     10,977     17,412     17,629     17,932:       556        253
Old  :    12,265:     5,244        120        100      6,677     11,802     12,021     12,022:       244        243
Other:     5,920:     1,298        290         10      4,300      5,610      5,608      5,910:       312         10
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     1,625:       148        -10         10      1,470      1,765      1,628      1,765:        -3       -140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      35.3        1.6        1.3       60.4       95.7       96.9       98.6:       3.1        1.4
Old  :     100.0:      42.8        1.0        0.8       54.4       96.2       98.0       98.0:       2.0        2.0
Other:     100.0:      21.9        4.9        0.2       72.6       94.8       94.7       99.8:       5.3        0.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         5          1          2         12         22         18         24:
Old  :        27:         3          1          1          9         19         13         20:
Other:        18:         3          1          1          7         11         11         12:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.1       55.0       80.0       73.8       53.9       44.1       65.5       59.6
Old  :                 69.0       57.1       87.9       79.5       59.6       46.0       76.8       63.3
Other:                 69.2       72.6       91.2       91.2       69.2       70.9       81.0       86.1
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   302,135:    72,112     60,960     91,414    111,678    130,230    275,204    282,604:    26,931     19,531
Old  :   200,834:    69,910     72,397     42,691     70,466     73,788    183,067    188,876:    17,767     11,958
Other:   101,301:    39,776     26,137     11,149     41,212     56,442     92,137     93,728:     9,164      7,573
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    14,951:     1,799      4,027     10,840      1,767        229     14,406     15,096:       545       -145
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.9       20.2       30.3       37.0       43.1       91.1       93.5:       8.9        6.5
Old  :     100.0:      34.8       36.0       21.3       35.1       36.7       91.2       94.0:       8.8        6.0
Other:     100.0:      39.3       25.8       11.0       40.7       55.7       91.0       92.5:       9.0        7.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       295:        97         59         91         94         97        234        214:
Old  :       277:        89         61         58         74         81        190        175:
Other:       205:        53         45         36         56         75        135        133:
     :----------------------------------------------------------------------------------------------------
     :             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       17.5       19.4       27.7        9.7       15.0       16.3       21.9
Old  :                 12.7       16.2       20.5       28.0       10.4       14.1       17.7       22.8
Other:                 19.5       32.9       30.2       45.1       19.5       32.6       30.2       43.1
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,528,284:   320,909    247,489    322,036    644,948    784,769  1,287,893  1,354,294:   240,391    173,990
Old  : 1,283,881:   312,933    283,341    221,943    535,321    651,400  1,070,197  1,156,684:   213,684    127,197
Other:   244,403:   101,191     57,363      6,878    109,627    133,369    217,696    197,610:    26,707     46,793
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    -1,176:    -9,626    -35,023      7,687      7,084     22,585      5,145     -4,751:    -6,321      3,575
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       16.2       21.1       42.2       51.3       84.3       88.6:      15.7       11.4
Old  :     100.0:      24.4       22.1       17.3       41.7       50.7       83.4       90.1:      16.6        9.9
Other:     100.0:      41.4       23.5        2.8       44.9       54.6       89.1       80.9:      10.9       19.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       761:       161        126        162        325        351        573        567:
Old  :       754:       160        136        131        312        325        547        521:
Other:       466:        66         68         34        109        270        193        355:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.0        9.1       15.8       15.8        7.5        5.9       12.5       10.4
Old  :                  9.7        9.8       17.4       17.3        8.7        7.0       14.3       12.3
Other:                 24.2       26.2       34.2       33.5       24.0       24.8       34.0       31.9
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :     5,425:     2,762         95         10      1,289      4,360      4,061      4,465:     1,364        960
Old  :     4,910:     2,724        105          0        990      4,018      3,714      4,123:     1,196        787
Other:       515:        48          0          0        299        342        347        342:       168        173
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :       349:       427        -15         10        114        389        551        384:      -202        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.9        1.8        0.2       23.8       80.4       74.9       82.3:      25.1       17.7
Old  :     100.0:      55.5        2.1        0.0       20.2       81.8       75.6       84.0:      24.4       16.0
Other:     100.0:       9.3        0.0        0.0       58.1       66.4       67.4       66.4:      32.6       33.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:        14          1          1          7         12         21         14:
Old  :        30:        13          2          0          6         12         19         14:
Other:        11:         2          0          0          5          7          7          7:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 39.6       53.4       53.5       73.9       35.4       52.0       49.3       67.7
Old  :                 40.0       55.1       54.9       74.7       36.2       53.3       50.9       70.4
Other:                 60.6       61.0       67.4       66.4       42.5       41.4       44.7       43.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   818,168:   134,873    141,169    184,694    441,346    425,408    760,913    751,271:    57,255     66,897
Old  :   660,248:   133,574    153,243    109,150    369,645    345,935    612,369    608,328:    47,879     51,920
Other:   157,920:    38,292     24,919     38,551     71,701     79,473    148,544    142,943:     9,376     14,977
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    45,492:    10,178     34,118     13,315     24,319        -19     47,812     47,414:    -2,320     -1,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       17.3       22.6       53.9       52.0       93.0       91.8:       7.0        8.2
Old  :     100.0:      20.2       23.2       16.5       56.0       52.4       92.7       92.1:       7.3        7.9
Other:     100.0:      24.2       15.8       24.4       45.4       50.3       94.1       90.5:       5.9        9.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       575:       161        119        172        176        210        425        441:
Old  :       561:       152        131        136        167        196        391        406:
Other:       338:        67         60         65         77        165        186        258:
     :----------------------------------------------------------------------------------------------------
     :             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       14.7       18.7       22.1        8.7       11.9       14.8       18.2
Old  :                 12.8       16.8       20.7       24.8       11.4       13.7       18.7       20.0
Other:                 15.8       17.6       27.4       31.1       11.8       14.2       20.0       23.6
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   552,456:   146,777     34,059    142,524    229,618    348,280    518,919    524,863:    33,537     27,593
Old  :   471,800:   141,123     48,511    113,928    189,750    284,925    444,801    447,364:    26,999     24,436
Other:    80,656:    23,221      3,115     11,029     39,868     63,355     74,118     77,499:     6,538      3,157
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     4,651:    -5,296     -2,263      2,178     10,831      2,495      7,713      2,410:    -3,062      2,241
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.6        6.2       25.8       41.6       63.0       93.9       95.0:       6.1        5.0
Old  :     100.0:      29.9       10.3       24.1       40.2       60.4       94.3       94.8:       5.7        5.2
Other:     100.0:      28.8        3.9       13.7       49.4       78.5       91.9       96.1:       8.1        3.9
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       329:       118         62        117         96         79        274        222:
Old  :       327:       108         76        109         91         75        263        214:
Other:       125:        35         22         20         46         34         90         70:
     :----------------------------------------------------------------------------------------------------
     :             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       27.2       17.0       36.8        9.1       25.5       14.7       34.4
Old  :                  9.9       26.2       17.1       35.2        9.5       26.2       15.5       34.0
Other:                 25.4       40.9       42.5       57.1       25.1       38.3       39.0       53.6
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,092,652:   152,384    207,357     23,661    744,095    731,808    920,140    962,826:   172,512    129,826
Old  : 1,092,652:   152,384    207,357     23,661    744,095    731,808    920,140    962,826:   172,512    129,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    30,907:     9,354      3,915      1,720      5,113     26,860     16,187     32,495:    14,720     -1,588
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.9       19.0        2.2       68.1       67.0       84.2       88.1:      15.8       11.9
Old  :     100.0:      13.9       19.0        2.2       68.1       67.0       84.2       88.1:      15.8       11.9
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  :       193:        32         35         28         91         91        136        141:
Old  :       193:        32         35         28         91         91        136        141:
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  :                 24.4       27.4       33.7       41.8       18.9       25.6       27.6       36.0
Old  :                 24.4       27.4       33.7       41.8       18.9       25.6       27.6       36.0
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,222,291:    55,634    493,638      8,519    992,132    616,249  1,056,285  1,118,406:   166,006    103,885
Old  : 1,222,291:    55,634    493,638      8,519    992,132    616,249  1,056,285  1,118,406:   166,006    103,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :   -24,385:     3,860    -12,095     -1,917    -32,041    -29,999    -30,098    -44,011:     5,713     19,626
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.6       40.4        0.7       81.2       50.4       86.4       91.5:      13.6        8.5
Old  :     100.0:       4.6       40.4        0.7       81.2       50.4       86.4       91.5:      13.6        8.5
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  :       145:        15         22         13         88         74        109        103:
Old  :       145:        15         22         13         88         74        109        103:
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  :                 22.5       37.0       34.8       52.7       19.3       35.5       29.6       46.4
Old  :                 22.5       37.0       34.8       52.7       19.3       35.5       29.6       46.4
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   486,471:    87,495     97,219     95,079    254,745    260,866    437,319    453,164:    49,152     33,307
Old  :   423,064:    84,838    103,100     76,794    217,265    213,387    378,897    393,281:    44,167     29,783
Other:    63,407:    13,773      5,235      7,169     37,480     47,479     58,422     59,883:     4,985      3,524
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    13,208:    -2,660        306      6,980      6,013      3,786     10,333     11,072:     2,875      2,136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.0       20.0       19.5       52.4       53.6       89.9       93.2:      10.1        6.8
Old  :     100.0:      20.1       24.4       18.2       51.4       50.4       89.6       93.0:      10.4        7.0
Other:     100.0:      21.7        8.3       11.3       59.1       74.9       92.1       94.4:       7.9        5.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       312:        79         78         79        118         83        251        203:
Old  :       310:        81         84         74        115         76        245        194:
Other:       123:        26         20         21         58         34         96         65:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 11.3       22.9       17.7       30.7       10.0       21.9       14.9       27.7
Old  :                 11.0       22.3       17.7       30.6       11.0       21.3       17.1       27.5
Other:                 29.9       37.0       41.5       54.9       27.4       36.6       37.7       52.5
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    12,627:     5,617      2,175        570      4,059      8,378     10,246     11,123:     2,381      1,504
Old  :    11,988:     5,615      2,289        452      3,631      7,878      9,698     10,619:     2,290      1,369
Other:       639:       120          4          0        428        500        548        504:        91        135
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :       913:       271         -9        150        579        650      1,000        791:       -87        122
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.5       17.2        4.5       32.1       66.3       81.1       88.1:      18.9       11.9
Old  :     100.0:      46.8       19.1        3.8       30.3       65.7       80.9       88.6:      19.1       11.4
Other:     100.0:      18.8        0.6        0.0       67.0       78.2       85.8       78.9:      14.2       21.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        61:        24         11          7         15         16         45         30:
Old  :        61:        24         11          7         14         16         44         30:
Other:        12:         2          1          0          4          5          6          6:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 31.9       46.1       46.4       67.1       31.9       45.3       45.2       66.3
Old  :                 33.6       45.2       47.6       66.5       33.6       44.4       47.6       65.7
Other:                 81.7       76.5       85.8       78.9       81.7       76.5       85.8       78.9
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,720,171:   891,548  1,067,515     73,973  2,559,740  2,481,411  3,525,261  3,622,899:   194,910     97,272
Old  : 3,720,171:   891,548  1,067,515     73,973  2,559,740  2,481,411  3,525,261  3,622,899:   194,910     97,272
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    65,135:    69,950    -75,460     18,508    -29,673    129,921     58,785     72,969:     6,350     -7,834
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.0       28.7        2.0       68.8       66.7       94.8       97.4:       5.2        2.6
Old  :     100.0:      24.0       28.7        2.0       68.8       66.7       94.8       97.4:       5.2        2.6
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  :       368:        81         45         41        194        134        296        199:
Old  :       368:        81         45         41        194        134        296        199:
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  :                 23.6       30.7       35.5       49.1       23.2       29.8       34.0       47.5
Old  :                 23.6       30.7       35.5       49.1       23.2       29.8       34.0       47.5
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 3,891,587:   582,970    853,442    180,263  2,692,812  2,422,289  3,456,045  3,455,994:   435,542    435,593
Old  : 3,891,587:   582,970    853,442    180,263  2,692,812  2,422,289  3,456,045  3,455,994:   435,542    435,593
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :   120,005:    88,174     56,114     22,136     -6,761     24,872    103,549    103,122:    16,456     16,883
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.0       21.9        4.6       69.2       62.2       88.8       88.8:      11.2       11.2
Old  :     100.0:      15.0       21.9        4.6       69.2       62.2       88.8       88.8:      11.2       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  :       405:        73         76         56        190        177        295        277:
Old  :       405:        73         76         56        190        177        295        277:
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  :                 19.8       20.0       27.3       29.2       12.2       16.8       19.0       24.5
Old  :                 19.8       20.0       27.3       29.2       12.2       16.8       19.0       24.5
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :   922,599:    87,128    143,183     10,698    705,173    587,160    802,999    741,041:   119,600    181,558
Old  :   922,599:    87,128    143,183     10,698    705,173    587,160    802,999    741,041:   119,600    181,558
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :   -11,611:   -10,563      5,106        867     -3,451    -20,579    -13,147    -14,606:     1,536      2,995
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       15.5        1.2       76.4       63.6       87.0       80.3:      13.0       19.7
Old  :     100.0:       9.4       15.5        1.2       76.4       63.6       87.0       80.3:      13.0       19.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       113:        11         18          8         62         64         78         85:
Old  :       113:        11         18          8         62         64         78         85:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.0       22.7       45.5       33.6       26.3       21.4       38.6       30.5
Old  :                 28.0       22.7       45.5       33.6       26.3       21.4       38.6       30.5
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 4,499,041:   534,629    694,851    122,802  3,501,257  3,369,568  4,158,688  4,187,221:   340,353    311,820
Old  : 4,499,041:   534,629    694,851    122,802  3,501,257  3,369,568  4,158,688  4,187,221:   340,353    311,820
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :   202,643:    78,390    -27,820     21,598     86,065    197,265    186,053    191,043:    16,590     11,600
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.9       15.4        2.7       77.8       74.9       92.4       93.1:       7.6        6.9
Old  :     100.0:      11.9       15.4        2.7       77.8       74.9       92.4       93.1:       7.6        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  :       322:        56         49         42        161        153        243        218:
Old  :       322:        56         49         42        161        153        243        218:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 36.1       25.9       45.9       38.5       28.0       22.0       37.2       33.3
Old  :                 36.1       25.9       45.9       38.5       28.0       22.0       37.2       33.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                                                           Code-045601
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  : 1,992,264:   534,770    169,900    391,470  1,021,666  1,390,244  1,947,906  1,951,614:    44,358     40,650
Old  : 1,992,264:   534,770    169,900    391,470  1,021,666  1,390,244  1,947,906  1,951,614:    44,358     40,650
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :   119,422:    22,648     13,723     17,837     77,564     82,137    118,049    113,697:     1,373      5,725
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.8        8.5       19.6       51.3       69.8       97.8       98.0:       2.2        2.0
Old  :     100.0:      26.8        8.5       19.6       51.3       69.8       97.8       98.0:       2.2        2.0
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  :       149:        42         29         46         70         63        133        118:
Old  :       149:        42         29         46         70         63        133        118:
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  :                 31.1       35.8       45.8       51.0       26.3       29.7       31.4       37.1
Old  :                 31.1       35.8       45.8       51.0       26.3       29.7       31.4       37.1
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :    52,420:    23,751      4,629      2,382     17,437     37,149     43,570     44,160:     8,850      8,260
Old  :    52,420:    23,751      4,629      2,382     17,437     37,149     43,570     44,160:     8,850      8,260
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :       532:       712     -2,380      1,060       -876      2,572        896      1,252:      -365       -721
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3        8.8        4.5       33.3       70.9       83.1       84.2:      16.9       15.8
Old  :     100.0:      45.3        8.8        4.5       33.3       70.9       83.1       84.2:      16.9       15.8
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  :       100:        35         14          8         23         32         60         52:
Old  :       100:        35         14          8         23         32         60         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       29.3       48.1       46.2       35.3       29.3       45.9       45.8
Old  :                 35.3       29.3       48.1       46.2       35.3       29.3       45.9       45.8
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($5 X DJIA INDEX)                                                          :
     :          :                                                                            :
All  :   104,839:    47,502      9,258      4,764     34,873     74,298     87,139     88,320:    17,700     16,519
Old  :   104,839:    47,502      9,258      4,764     34,873     74,298     87,139     88,320:    17,700     16,519
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     1,063:     1,423     -4,760      2,120     -1,751      5,144      1,792      2,504:      -729     -1,441
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.3        8.8        4.5       33.3       70.9       83.1       84.2:      16.9       15.8
Old  :     100.0:      45.3        8.8        4.5       33.3       70.9       83.1       84.2:      16.9       15.8
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  :       100:        35         14          8         23         32         60         52:
Old  :       100:        35         14          8         23         32         60         52:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 35.3       29.3       48.1       46.2       35.3       29.3       45.9       45.8
Old  :                 35.3       29.3       48.1       46.2       35.3       29.3       45.9       45.8
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    38,864:     2,575        726          0     34,074     36,941     36,649     37,667:     2,215      1,197
Old  :    38,864:     2,575        726          0     34,074     36,941     36,649     37,667:     2,215      1,197
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     2,321:      -193        262          0      2,418      2,174      2,225      2,436:        96       -115
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6        1.9        0.0       87.7       95.1       94.3       96.9:       5.7        3.1
Old  :     100.0:       6.6        1.9        0.0       87.7       95.1       94.3       96.9:       5.7        3.1
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  :        26:         4          2          0         12         10         16         12:
Old  :        26:         4          2          0         12         10         16         12:
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  :                 71.8       75.9       86.5       94.6       71.6       75.9       86.1       94.6
Old  :                 71.8       75.9       86.5       94.6       71.6       75.9       86.1       94.6
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : ($100 X INDEX)                                                             :
     :          :                                                                            :
All  :    16,237:     8,328     15,183        576      7,015        399     15,919     16,158:       318         79
Old  :    16,237:     8,328     15,183        576      7,015        399     15,919     16,158:       318         79
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :      -542:      -652       -587        -10         75          0       -587       -597:        45         55
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.3       93.5        3.5       43.2        2.5       98.0       99.5:       2.0        0.5
Old  :     100.0:      51.3       93.5        3.5       43.2        2.5       98.0       99.5:       2.0        0.5
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  :        41:        23         13          3          5          2         30         16:
Old  :        41:        23         13          3          5          2         30         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.0       61.4       80.3       84.9       58.5       61.4       77.8       84.0
Old  :                 61.0       61.4       80.3       84.9       58.5       61.4       77.8       84.0
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    89,420:    29,268      7,774     33,848     26,260     45,462     89,376     87,084:        44      2,336
Old  :    89,420:    29,268      7,774     33,848     26,260     45,462     89,376     87,084:        44      2,336
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :     1,963:     1,877        318        590       -512      1,112      1,955      2,020:         8        -57
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.7        8.7       37.9       29.4       50.8      100.0       97.4:       0.0        2.6
Old  :     100.0:      32.7        8.7       37.9       29.4       50.8      100.0       97.4:       0.0        2.6
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  :        31:         5          6          2          5         16         11         23:
Old  :        31:         5          6          2          5         16         11         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  :                 95.9       84.3       99.8       92.3       58.1       49.0       62.0       55.3
Old  :                 95.9       84.3       99.8       92.3       58.1       49.0       62.0       55.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                          Code-246606
Commitments of Traders - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    26,041:    14,210      1,766     11,809          7     10,909     26,026     24,484:        15      1,557
Old  :    26,041:    14,210      1,766     11,809          7     10,909     26,026     24,484:        15      1,557
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :       841:      -151        349        971          7       -472        827        848:        14         -7
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      54.6        6.8       45.3        0.0       41.9       99.9       94.0:       0.1        6.0
Old  :     100.0:      54.6        6.8       45.3        0.0       41.9       99.9       94.0:       0.1        6.0
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          5          2          1         12          7         18:
Old  :        22:         5          5          2          1         12          7         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 99.0       79.7       99.9       90.1       54.1       40.1       54.6       46.0
Old  :                 99.0       79.7       99.9       90.1       54.1       40.1       54.6       46.0
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 - Futures Only, January 28, 2020                                                            
-------------------------------------------------------------------------------------------------------------------
     :   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  :    44,674:    15,536     15,471     29,113          0          0     44,649     44,584:        25         90
Old  :    44,674:    15,536     15,471     29,113          0          0     44,649     44,584:        25         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 21, 2020                     :
     :    -2,003:        57         57     -2,060          0          0     -2,003     -2,003:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8       34.6       65.2        0.0        0.0       99.9       99.8:       0.1        0.2
Old  :     100.0:      34.8       34.6       65.2        0.0        0.0       99.9       99.8:       0.1        0.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         7         14          5          0          0         10         17:
Old  :        22:         7         14          5          0          0         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  :                 90.1       82.5       99.4       94.5       33.6       26.9       34.8       33.2
Old  :                 90.1       82.5       99.4       94.5       33.6       26.9       34.8       33.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 31, 2020