WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :   645,472:   152,799    106,880    270,300    187,285    212,916    610,383    590,096:    35,089     55,377
Old  :   404,444:   140,421    128,660    124,469    116,743    119,382    381,633    372,510:    22,811     31,934
Other:   241,028:    84,156     49,999     74,053     70,541     93,534    228,750    217,585:    12,278     23,443
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    41,152:    14,821      3,594     21,309      3,434     12,107     39,565     37,010:     1,587      4,142
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      23.7       16.6       41.9       29.0       33.0       94.6       91.4:       5.4        8.6
Old  :     100.0:      34.7       31.8       30.8       28.9       29.5       94.4       92.1:       5.6        7.9
Other:     100.0:      34.9       20.7       30.7       29.3       38.8       94.9       90.3:       5.1        9.7
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       430:       148        120        155         93        137        326        341:
Old  :       402:       137        120        121         85        120        292        296:
Other:       269:        79         69         62         54        102        174        199:
     :----------------------------------------------------------------------------------------------------
     :             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        8.9       16.4       15.4        5.6        5.6        9.5        9.7
Old  :                  9.0       11.1       16.3       19.8        7.0        9.5       12.5       16.0
Other:                 16.9       16.0       28.2       26.6       15.6       12.4       23.8       19.8
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :    20,424:     7,531          0        951     11,383     19,080     19,865     20,031:       559        393
Old  :    15,952:     6,683        120        531      8,279     14,908     15,493     15,559:       459        393
Other:     4,472:       968          0        300      3,104      4,172      4,372      4,472:       100          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     2,208:       416          0         99      1,192      1,983      1,707      2,082:       501        126
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      36.9        0.0        4.7       55.7       93.4       97.3       98.1:       2.7        1.9
Old  :     100.0:      41.9        0.8        3.3       51.9       93.5       97.1       97.5:       2.9        2.5
Other:     100.0:      21.6        0.0        6.7       69.4       93.3       97.8      100.0:       2.2        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          0          3         12         23         18         26:
Old  :        28:         4          1          2         10         21         15         23:
Other:        15:         3          0          1          7          6         10          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  :                 59.3       47.7       78.6       69.3       49.8       40.5       59.9       53.1
Old  :                 62.8       46.3       86.7       72.1       54.4       41.8       71.6       59.2
Other:                 61.9       82.1       88.5      100.0       60.4       77.3       82.5       88.5
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :   320,448:    67,301     55,113    108,000    116,604    136,588    291,905    299,701:    28,544     20,747
Old  :   221,079:    66,576     67,012     58,327     77,093     82,124    201,996    207,462:    19,083     13,617
Other:    99,370:    37,246     24,623     13,152     39,511     54,464     89,909     92,239:     9,460      7,130
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     5,393:     1,877         54        559      3,354      5,139      5,790      5,752:      -397       -360
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.0       17.2       33.7       36.4       42.6       91.1       93.5:       8.9        6.5
Old  :     100.0:      30.1       30.3       26.4       34.9       37.1       91.4       93.8:       8.6        6.2
Other:     100.0:      37.5       24.8       13.2       39.8       54.8       90.5       92.8:       9.5        7.2
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       296:        98         63         99        101         96        249        215:
Old  :       284:        94         63         69         93         88        220        188:
Other:       200:        52         45         34         58         75        135        132:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.8       16.2       18.7       25.2        9.3       13.9       15.5       20.0
Old  :                 10.9       14.6       19.0       24.6        9.8       12.2       16.5       20.0
Other:                 19.5       31.9       29.7       44.5       19.5       31.8       29.7       41.8
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  : 1,851,616:   271,060    287,975    523,806    751,261    832,913  1,546,127  1,644,694:   305,489    206,922
Old  : 1,556,721:   254,036    325,101    398,902    633,609    687,159  1,286,546  1,411,162:   270,174    145,559
Other:   294,895:   101,695     47,545     40,233    117,653    145,754    259,580    233,532:    35,315     61,363
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :   -21,791:      -764    -11,420     -9,671     -4,702        743    -15,137    -20,349:    -6,653     -1,442
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.6       15.6       28.3       40.6       45.0       83.5       88.8:      16.5       11.2
Old  :     100.0:      16.3       20.9       25.6       40.7       44.1       82.6       90.6:      17.4        9.4
Other:     100.0:      34.5       16.1       13.6       39.9       49.4       88.0       79.2:      12.0       20.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       805:       178        133        193        404        385        674        630:
Old  :       797:       164        151        173        396        370        654        603:
Other:       489:        75         67         56        142        288        243        385:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.7        7.5       14.3       13.8        6.0        5.0       10.0        8.9
Old  :                  8.5        8.4       15.7       15.3        7.0        5.8       11.8       10.3
Other:                 20.2       23.2       29.7       30.3       19.6       21.7       27.6       27.5
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :     5,086:     2,335        110          0      1,178      3,975      3,513      4,085:     1,573      1,001
Old  :     4,751:     2,335        110          0        995      3,745      3,330      3,855:     1,421        896
Other:       335:         0          0          0        183        230        183        230:       152        105
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       148:       174        -17         -1        -77         60         96         42:        52        106
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      45.9        2.2        0.0       23.2       78.2       69.1       80.3:      30.9       19.7
Old  :     100.0:      49.1        2.3        0.0       20.9       78.8       70.1       81.1:      29.9       18.9
Other:     100.0:       0.0        0.0        0.0       54.6       68.7       54.6       68.7:      45.4       31.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:        10          1          0          9         10         19         11:
Old  :        24:        10          1          0          6         10         16         11:
Other:         9:         0          0          0          6          7          6          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  :                 38.9       58.8       52.3       75.4       37.5       57.3       50.8       71.3
Old  :                 39.8       58.8       54.1       76.2       38.5       58.8       52.9       73.8
Other:                 52.2       64.5       54.6       68.7       25.7       37.6       25.7       39.7
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :   914,140:   109,526    102,819    275,603    461,410    457,847    846,539    836,269:    67,601     77,871
Old  :   728,871:   103,775    119,642    179,684    388,642    370,479    672,101    669,804:    56,770     59,067
Other:   185,269:    41,036     18,463     60,634     72,768     87,368    174,438    166,465:    10,831     18,804
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    26,731:   -13,558      8,522      8,865     32,535      7,241     27,842     24,628:    -1,111      2,103
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       11.2       30.1       50.5       50.1       92.6       91.5:       7.4        8.5
Old  :     100.0:      14.2       16.4       24.7       53.3       50.8       92.2       91.9:       7.8        8.1
Other:     100.0:      22.1       10.0       32.7       39.3       47.2       94.2       89.9:       5.8       10.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       600:       187        127        215        215        226        501        485:
Old  :       585:       178        134        189        202        216        467        459:
Other:       346:        72         59         77         96        169        214        268:
     :----------------------------------------------------------------------------------------------------
     :             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       13.3       17.8       20.6        7.8        9.5       13.5       15.0
Old  :                 11.4       15.6       18.9       22.7       10.0       11.0       16.8       17.1
Other:                 13.7       16.9       24.0       29.7        9.5       11.9       16.9       19.3
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :   589,509:   146,376     34,978    170,520    235,030    357,871    551,926    563,369:    37,583     26,140
Old  :   517,533:   141,085     47,234    146,821    197,811    300,520    485,717    494,575:    31,816     22,958
Other:    71,977:    20,219      2,671      8,772     37,219     57,351     66,209     68,794:     5,767      3,182
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     7,077:   -16,730      3,596     13,028     10,683    -10,521      6,981      6,103:        96        973
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.8        5.9       28.9       39.9       60.7       93.6       95.6:       6.4        4.4
Old  :     100.0:      27.3        9.1       28.4       38.2       58.1       93.9       95.6:       6.1        4.4
Other:     100.0:      28.1        3.7       12.2       51.7       79.7       92.0       95.6:       8.0        4.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       339:       115         68        121        103         99        288        244:
Old  :       338:       110         76        115        100         95        281        237:
Other:       118:        36         16         26         42         35         90         68:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  9.5       26.2       16.8       35.4        8.8       23.9       14.2       32.4
Old  :                  9.6       25.8       16.5       34.1        9.2       24.6       14.9       31.7
Other:                 28.1       41.2       44.1       58.3       27.8       38.4       42.5       54.0
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  : 1,243,612:   131,788    199,760    112,228    826,458    786,265  1,070,474  1,098,253:   173,138    145,359
Old  : 1,243,612:   131,788    199,760    112,228    826,458    786,265  1,070,474  1,098,253:   173,138    145,359
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    39,946:    14,867     18,139     14,021     14,483      4,141     43,371     36,301:    -3,425      3,645
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       16.1        9.0       66.5       63.2       86.1       88.3:      13.9       11.7
Old  :     100.0:      10.6       16.1        9.0       66.5       63.2       86.1       88.3:      13.9       11.7
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  :       201:        39         30         41        103        104        161        156:
Old  :       201:        39         30         41        103        104        161        156:
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       25.7       32.0       37.0       17.0       21.6       24.7       29.5
Old  :                 23.6       25.7       32.0       37.0       17.0       21.6       24.7       29.5
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, January 21, 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  : 1,246,905:    51,790    505,638     10,543  1,024,182    646,282  1,086,516  1,162,464:   160,390     84,442
Old  : 1,246,905:    51,790    505,638     10,543  1,024,182    646,282  1,086,516  1,162,464:   160,390     84,442
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    -7,663:    -5,168      4,403      2,305     -4,246     -5,022     -7,110      1,686:      -553     -9,349
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.2       40.6        0.8       82.1       51.8       87.1       93.2:      12.9        6.8
Old  :     100.0:       4.2       40.6        0.8       82.1       51.8       87.1       93.2:      12.9        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  :       142:        15         19         14         86         77        107        104:
Old  :       142:        15         19         14         86         77        107        104:
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  :                 24.9       36.8       37.0       52.5       21.7       35.8       31.7       46.0
Old  :                 24.9       36.8       37.0       52.5       21.7       35.8       31.7       46.0
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, January 21, 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  :   500,274:    83,077     98,394    107,653    260,640    262,040    451,370    468,087:    48,904     32,187
Old  :   443,624:    81,798    103,627     91,282    226,395    219,616    399,475    414,525:    44,149     29,099
Other:    56,650:    10,404      3,892      7,245     34,245     42,425     51,895     53,562:     4,755      3,088
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    10,403:       328      1,431      9,440      1,896     -1,863     11,664      9,009:    -1,262      1,394
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.6       19.7       21.5       52.1       52.4       90.2       93.6:       9.8        6.4
Old  :     100.0:      18.4       23.4       20.6       51.0       49.5       90.0       93.4:      10.0        6.6
Other:     100.0:      18.4        6.9       12.8       60.5       74.9       91.6       94.5:       8.4        5.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       324:        82         83         92        126         95        266        226:
Old  :       323:        88         85         87        124         93        260        223:
Other:       124:        26         24         28         60         31        103         67:
     :----------------------------------------------------------------------------------------------------
     :             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       22.3       17.6       30.8        9.9       20.7       15.1       27.7
Old  :                 11.0       22.2       17.9       30.8       10.4       20.4       16.6       27.6
Other:                 25.7       38.3       36.5       54.7       23.7       35.5       33.5       50.8
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :    12,511:     5,337      2,074        795      3,739      8,017      9,871     10,886:     2,640      1,625
Old  :    11,954:     5,317      2,179        690      3,450      7,575      9,457     10,444:     2,497      1,510
Other:       557:       125          0          0        289        442        414        442:       143        115
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       458:       105         67        164        -27        111        242        342:       216        116
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.7       16.6        6.4       29.9       64.1       78.9       87.0:      21.1       13.0
Old  :     100.0:      44.5       18.2        5.8       28.9       63.4       79.1       87.4:      20.9       12.6
Other:     100.0:      22.4        0.0        0.0       51.9       79.4       74.3       79.4:      25.7       20.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        58:        24         10          9         15         16         46         30:
Old  :        58:        24         10          9         14         16         45         30:
Other:        11:         2          0          0          3          7          5          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  :                 31.3       45.8       44.6       65.3       31.3       44.0       43.9       63.4
Old  :                 32.8       45.2       45.9       64.8       32.8       43.2       45.9       62.8
Other:                 70.7       73.8       74.3       79.4       67.8       73.8       71.4       76.4
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  : 3,684,452:   814,339  1,143,994     79,551  2,600,648  2,355,210  3,494,538  3,578,755:   189,914    105,697
Old  : 3,684,452:   814,339  1,143,994     79,551  2,600,648  2,355,210  3,494,538  3,578,755:   189,914    105,697
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    58,328:   -12,838     28,127      7,366     66,934     32,058     61,462     67,552:    -3,134     -9,224
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.1       31.0        2.2       70.6       63.9       94.8       97.1:       5.2        2.9
Old  :     100.0:      22.1       31.0        2.2       70.6       63.9       94.8       97.1:       5.2        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  :       372:        74         51         48        199        141        300        213:
Old  :       372:        74         51         48        199        141        300        213:
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  :                 23.4       31.9       36.9       50.0       22.9       30.9       35.1       48.2
Old  :                 23.4       31.9       36.9       50.0       22.9       30.9       35.1       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, January 21, 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  : 4,550,182:   483,703    726,846    584,855  3,035,750  2,791,052  4,104,307  4,102,753:   445,875    447,429
Old  : 4,550,182:   483,703    726,846    584,855  3,035,750  2,791,052  4,104,307  4,102,753:   445,875    447,429
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :   133,822:   -82,404    -21,364     91,006    109,847     48,086    118,449    117,728:    15,373     16,094
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6       16.0       12.9       66.7       61.3       90.2       90.2:       9.8        9.8
Old  :     100.0:      10.6       16.0       12.9       66.7       61.3       90.2       90.2:       9.8        9.8
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  :       415:        78         74         91        223        203        345        324:
Old  :       415:        78         74         91        223        203        345        324:
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  :                 17.8       17.1       25.4       26.9        9.0       13.9       14.8       20.4
Old  :                 17.8       17.1       25.4       26.9        9.0       13.9       14.8       20.4
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, January 21, 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  :   934,210:    97,691    138,077      9,831    708,624    607,739    816,146    755,647:   118,064    178,563
Old  :   934,210:    97,691    138,077      9,831    708,624    607,739    816,146    755,647:   118,064    178,563
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    10,618:    -9,039      1,110      3,739     13,611       -826      8,311      4,023:     2,307      6,595
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.5       14.8        1.1       75.9       65.1       87.4       80.9:      12.6       19.1
Old  :     100.0:      10.5       14.8        1.1       75.9       65.1       87.4       80.9:      12.6       19.1
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  :       113:        10         18          9         64         66         80         87:
Old  :       113:        10         18          9         64         66         80         87:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 28.1       21.0       45.5       32.6       27.1       19.8       38.9       30.0
Old  :                 28.1       21.0       45.5       32.6       27.1       19.8       38.9       30.0
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, January 21, 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  : 4,631,211:   446,050    708,874    286,003  3,565,199  3,328,213  4,297,252  4,323,090:   333,959    308,122
Old  : 4,631,211:   446,050    708,874    286,003  3,565,199  3,328,213  4,297,252  4,323,090:   333,959    308,122
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :   110,142:    31,381     -7,842     50,819     19,650     71,386    101,851    114,364:     8,291     -4,222
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.6       15.3        6.2       77.0       71.9       92.8       93.3:       7.2        6.7
Old  :     100.0:       9.6       15.3        6.2       77.0       71.9       92.8       93.3:       7.2        6.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       332:        57         56         56        172        160        260        241:
Old  :       332:        57         56         56        172        160        260        241:
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  :                 36.4       25.0       46.0       37.1       26.5       20.6       35.3       31.5
Old  :                 36.4       25.0       46.0       37.1       26.5       20.6       35.3       31.5
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, January 21, 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  : 1,873,873:   512,114    155,652    374,623    944,150  1,308,664  1,830,888  1,838,939:    42,985     34,933
Old  : 1,873,873:   512,114    155,652    374,623    944,150  1,308,664  1,830,888  1,838,939:    42,985     34,933
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :    19,328:   -44,631     -4,038      2,518     68,175     19,819     26,062     18,300:    -6,734      1,029
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.3        8.3       20.0       50.4       69.8       97.7       98.1:       2.3        1.9
Old  :     100.0:      27.3        8.3       20.0       50.4       69.8       97.7       98.1:       2.3        1.9
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  :       144:        42         24         45         71         63        133        114:
Old  :       144:        42         24         45         71         63        133        114:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 30.7       36.9       46.1       52.4       25.5       30.6       30.7       38.5
Old  :                 30.7       36.9       46.1       52.4       25.5       30.6       30.7       38.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                                                              Code-12460+
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :    52,165:    23,040      6,896      1,458     18,379     34,612     42,877     42,967:     9,287      9,198
Old  :    52,165:    23,040      6,896      1,458     18,379     34,612     42,877     42,967:     9,287      9,198
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       935:       316     -2,396      1,238     -1,318      1,492        236        333:       699        601
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       13.2        2.8       35.2       66.4       82.2       82.4:      17.8       17.6
Old  :     100.0:      44.2       13.2        2.8       35.2       66.4       82.2       82.4:      17.8       17.6
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  :        98:        33         15          6         27         30         64         47:
Old  :        98:        33         15          6         27         30         64         47:
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  :                 35.6       29.8       48.0       45.4       35.6       29.4       46.8       43.0
Old  :                 35.6       29.8       48.0       45.4       35.6       29.4       46.8       43.0
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, January 21, 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  :   104,329:    46,079     13,792      2,917     36,759     69,225     85,754     85,933:    18,575     18,396
Old  :   104,329:    46,079     13,792      2,917     36,759     69,225     85,754     85,933:    18,575     18,396
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     1,869:       632     -4,793      2,475     -2,636      2,984        471        667:     1,398      1,202
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.2       13.2        2.8       35.2       66.4       82.2       82.4:      17.8       17.6
Old  :     100.0:      44.2       13.2        2.8       35.2       66.4       82.2       82.4:      17.8       17.6
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  :        98:        33         15          6         27         30         64         47:
Old  :        98:        33         15          6         27         30         64         47:
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  :                 35.6       29.8       48.0       45.4       35.6       29.4       46.8       43.0
Old  :                 35.6       29.8       48.0       45.4       35.6       29.4       46.8       43.0
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, January 21, 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  :    36,543:     2,768        464          0     31,656     34,767     34,424     35,231:     2,119      1,312
Old  :    36,543:     2,768        464          0     31,656     34,767     34,424     35,231:     2,119      1,312
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :      -536:      -453          0          0       -144       -676       -597       -676:        61        140
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.6        1.3        0.0       86.6       95.1       94.2       96.4:       5.8        3.6
Old  :     100.0:       7.6        1.3        0.0       86.6       95.1       94.2       96.4:       5.8        3.6
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  :        23:         4          1          0         10         10         14         11:
Old  :        23:         4          1          0         10         10         14         11:
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  :                 73.0       73.2       88.0       94.7       72.8       73.2       87.6       94.7
Old  :                 73.0       73.2       88.0       94.7       72.8       73.2       87.6       94.7
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, January 21, 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  :    16,779:     8,980     15,770        586      6,940        399     16,506     16,755:       273         24
Old  :    16,779:     8,980     15,770        586      6,940        399     16,506     16,755:       273         24
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :      -936:      -697       -957        -19       -257         40       -973       -936:        37          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.5       94.0        3.5       41.4        2.4       98.4       99.9:       1.6        0.1
Old  :     100.0:      53.5       94.0        3.5       41.4        2.4       98.4       99.9:       1.6        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        40:        23         12          3          5          2         30         15:
Old  :        40:        23         12          3          5          2         30         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.8       70.1       77.8       89.3       56.4       70.1       75.4       88.4
Old  :                 58.8       70.1       77.8       89.3       56.4       70.1       75.4       88.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10 YEAR DELIVERABLE IR - CHICAGO BOARD OF TRADE                                                         Code-246605
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :    87,457:    27,391      7,456     33,258     26,772     44,350     87,421     85,064:        36      2,393
Old  :    87,457:    27,391      7,456     33,258     26,772     44,350     87,421     85,064:        36      2,393
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     7,205:     6,889        832        509       -172      5,156      7,226      6,497:       -21        708
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.3        8.5       38.0       30.6       50.7      100.0       97.3:       0.0        2.7
Old  :     100.0:      31.3        8.5       38.0       30.6       50.7      100.0       97.3:       0.0        2.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6          5          2          5         17         12         23:
Old  :        32:         6          5          2          5         17         12         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 95.6       84.5       99.7       92.0       57.6       48.6       61.7       54.8
Old  :                 95.6       84.5       99.7       92.0       57.6       48.6       61.7       54.8
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, January 21, 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  :    25,200:    14,361      1,417     10,838          0     11,381     25,199     23,636:         1      1,564
Old  :    25,200:    14,361      1,417     10,838          0     11,381     25,199     23,636:         1      1,564
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :     2,593:     1,562         38      1,253       -223      1,065      2,592      2,356:         1        237
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      57.0        5.6       43.0        0.0       45.2      100.0       93.8:       0.0        6.2
Old  :     100.0:      57.0        5.6       43.0        0.0       45.2      100.0       93.8:       0.0        6.2
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:         5          5          2          0         12          6         18:
Old  :        22:         5          5          2          0         12          6         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       78.8      100.0       88.7       56.4       40.3       57.0       47.3
Old  :                 99.0       78.8      100.0       88.7       56.4       40.3       57.0       47.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5 YEAR ERIS SWAP - CHICAGO BOARD OF TRADE                                                               Code-344601
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 21, 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  :    46,677:    15,479     15,414     31,173          0          0     46,652     46,587:        25         90
Old  :    46,677:    15,479     15,414     31,173          0          0     46,652     46,587:        25         90
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 14, 2020                     :
     :       129:       170        185        -51          0          0        119        134:        10         -5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.2       33.0       66.8        0.0        0.0       99.9       99.8:       0.1        0.2
Old  :     100.0:      33.2       33.0       66.8        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  :        23:         6         16          5          0          0          9         19:
Old  :        23:         6         16          5          0          0          9         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  :                 90.6       80.9       99.6       92.4       32.1       23.3       33.2       31.0
Old  :                 90.6       80.9       99.6       92.4       32.1       23.3       33.2       31.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 24, 2020