WHEAT-SRW - CHICAGO BOARD OF TRADE                                                                      Code-001602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   546,604:   114,409     93,010    232,739    168,736    172,529    515,883    498,278:    30,721     48,325
Old  :   240,588:   106,562     88,702     53,296     67,595     80,182    227,454    222,180:    13,134     18,408
Other:   306,016:    80,831     77,293    106,458    101,140     92,347    288,429    276,098:    17,587     29,918
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    13,309:       925       -697     11,776      1,787      5,238     14,488     16,317:    -1,179     -3,008
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.9       17.0       42.6       30.9       31.6       94.4       91.2:       5.6        8.8
Old  :     100.0:      44.3       36.9       22.2       28.1       33.3       94.5       92.3:       5.5        7.7
Other:     100.0:      26.4       25.3       34.8       33.1       30.2       94.3       90.2:       5.7        9.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       372:       116        104        146         96        122        294        306:
Old  :       320:       102        101         79         75         88        224        221:
Other:       297:        89         79         86         71        108        211        231:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.5       10.0       18.7       17.1        6.8        6.3       11.8       10.4
Old  :                 11.8       15.1       21.2       26.5       11.3       13.6       20.3       23.3
Other:                 16.3       14.0       26.5       20.9       12.9        6.6       19.2       12.1
 
BLACK SEA WHEAT FINANCIAL - CHICAGO BOARD OF TRADE                                                      Code-00160F
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :    20,255:     6,392          0        576     12,906     18,885     19,873     19,460:       382        795
Old  :     8,040:     2,070        450          0      5,945      7,385      8,015      7,835:        25        205
Other:    12,215:     4,772          0        126      6,961     11,500     11,858     11,625:       357        590
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    -4,749:    -2,336          0       -273     -2,073     -4,816     -4,681     -5,089:       -68        340
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.6        0.0        2.8       63.7       93.2       98.1       96.1:       1.9        3.9
Old  :     100.0:      25.7        5.6        0.0       73.9       91.9       99.7       97.5:       0.3        2.5
Other:     100.0:      39.1        0.0        1.0       57.0       94.1       97.1       95.2:       2.9        4.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         6          0          3         10         16         16         19:
Old  :        17:         2          1          0          6         11          8         12:
Other:        20:         6          0          2          8         13         14         15:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       51.8       82.0       76.8       49.0       45.9       65.3       64.3
Old  :                 83.0       58.6       99.7       86.1       79.3       58.6       94.7       85.4
Other:                 59.8       69.6       86.8       86.8       57.8       69.1       79.3       82.0
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                                                      Code-001612
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   291,084:    60,275     76,586     88,145    117,399    104,426    265,819    269,158:    25,265     21,926
Old  :   146,692:    61,016     72,021     19,268     55,391     45,805    135,674    137,094:    11,018      9,598
Other:   144,392:    43,496     48,802     24,641     62,008     58,621    130,144    132,064:    14,248     12,328
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    20,408:    -3,939      7,064     17,518      6,188     -4,879     19,767     19,703:       641        705
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7       26.3       30.3       40.3       35.9       91.3       92.5:       8.7        7.5
Old  :     100.0:      41.6       49.1       13.1       37.8       31.2       92.5       93.5:       7.5        6.5
Other:     100.0:      30.1       33.8       17.1       42.9       40.6       90.1       91.5:       9.9        8.5
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       261:        81         56         77         90         86        210        187:
Old  :       231:        69         54         33         66         64        151        135:
Other:       206:        54         49         41         71         74        152        140:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.5       16.9       21.4       26.4        9.8       15.3       17.2       21.9
Old  :                 19.4       18.9       31.5       31.8       18.7       18.9       29.8       30.7
Other:                 13.2       23.3       23.8       34.2       12.7       21.5       22.4       30.6
 
CORN - CHICAGO BOARD OF TRADE                                                                           Code-002602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  : 1,753,106:   284,026    303,591    489,641    711,621    749,343  1,485,289  1,542,575:   267,817    210,531
Old  : 1,312,100:   307,263    335,272    278,029    518,284    568,146  1,103,576  1,181,447:   208,524    130,653
Other:   441,005:   126,126    117,682     62,249    193,337    181,197    381,713    361,127:    59,292     79,878
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :   -11,420:      -836    -21,461      7,471    -10,982        838     -4,347    -13,152:    -7,073      1,733
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2       17.3       27.9       40.6       42.7       84.7       88.0:      15.3       12.0
Old  :     100.0:      23.4       25.6       21.2       39.5       43.3       84.1       90.0:      15.9       10.0
Other:     100.0:      28.6       26.7       14.1       43.8       41.1       86.6       81.9:      13.4       18.1
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       756:       150        163        196        350        351        614        606:
Old  :       736:       150        161        161        333        327        575        558:
Other:       519:        79         86         73        189        289        307        411:
     :----------------------------------------------------------------------------------------------------
     :             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  :                  7.9        8.6       14.4       14.6        6.6        5.8       11.7       10.2
Old  :                 10.1        9.2       18.1       16.2        9.2        7.1       16.3       13.0
Other:                 15.3       21.3       24.6       30.0       15.1       20.8       22.7       27.7
 
OATS - CHICAGO BOARD OF TRADE                                                                           Code-004603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :     4,914:     1,403        335        163      1,932      3,403      3,498      3,900:     1,417      1,014
Old  :     2,992:     1,437        317          3        561      2,081      2,001      2,401:       991        591
Other:     1,923:         0         52        126      1,371      1,322      1,497      1,499:       426        423
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :      -144:      -166       -148         18        140        -32         -8       -162:      -135         18
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.6        6.8        3.3       39.3       69.2       71.2       79.4:      28.8       20.6
Old  :     100.0:      48.0       10.6        0.1       18.7       69.6       66.9       80.3:      33.1       19.7
Other:     100.0:       0.0        2.7        6.5       71.3       68.7       77.9       78.0:      22.1       22.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          4          2         11         12         17         16:
Old  :        20:         6          2          2          4          9         10         13:
Other:        13:         0          2          2          9         10         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  :                 45.9       45.2       59.8       62.3       30.5       31.2       35.5       41.6
Old  :                 53.8       51.3       66.5       72.8       53.8       51.3       66.5       72.8
Other:                 66.7       54.5       76.2       71.5       57.3       51.6       57.3       57.2
 
SOYBEANS - CHICAGO BOARD OF TRADE                                                                       Code-005602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   956,756:   124,656    120,725    294,372    465,811    474,124    884,839    889,220:    71,917     67,536
Old  :   621,722:   125,766    127,310    138,043    306,201    311,613    570,010    576,966:    51,712     44,756
Other:   335,034:    54,058     48,582    101,161    159,610    162,511    314,829    312,254:    20,206     22,780
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    35,832:    -4,670    -16,013     25,524     16,853     24,362     37,708     33,873:    -1,876      1,959
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.0       12.6       30.8       48.7       49.6       92.5       92.9:       7.5        7.1
Old  :     100.0:      20.2       20.5       22.2       49.3       50.1       91.7       92.8:       8.3        7.2
Other:     100.0:      16.1       14.5       30.2       47.6       48.5       94.0       93.2:       6.0        6.8
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       578:       173        141        214        199        195        480        459:
Old  :       550:       160        144        162        177        181        413        416:
Other:       385:        99         79        109        122        156        285        289:
     :----------------------------------------------------------------------------------------------------
     :             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       14.0       18.9       22.4        6.8       10.3       11.2       16.1
Old  :                 11.1       14.9       18.9       24.2       10.5       11.8       17.0       19.3
Other:                 18.6       16.7       27.5       27.1       12.2       12.6       18.6       20.9
 
SOYBEAN OIL - CHICAGO BOARD OF TRADE                                                                    Code-007601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   504,736:    78,973     55,911    131,955    261,025    282,126    471,953    469,992:    32,783     34,744
Old  :   383,853:    78,384     65,673     93,366    190,069    197,862    361,819    356,901:    22,034     26,952
Other:   120,883:    21,930     11,580     17,248     70,956     84,264    110,134    113,091:    10,749      7,792
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :     6,132:    -2,416      4,657       -432     12,348      2,323      9,500      6,549:    -3,368       -416
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.6       11.1       26.1       51.7       55.9       93.5       93.1:       6.5        6.9
Old  :     100.0:      20.4       17.1       24.3       49.5       51.5       94.3       93.0:       5.7        7.0
Other:     100.0:      18.1        9.6       14.3       58.7       69.7       91.1       93.6:       8.9        6.4
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       309:        80         76        107        109         89        255        226:
Old  :       309:        87         79         92        104         84        242        214:
Other:       160:        46         27         33         63         42        126         87:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 10.0       21.4       18.2       30.0        8.6       19.5       14.9       26.8
Old  :                 10.9       19.1       19.9       27.0       10.2       17.5       15.3       24.5
Other:                 16.6       37.8       29.2       51.0       16.3       34.8       27.8       45.5
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                            Code-020601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  : 1,731,997:   128,668    171,972    341,949  1,083,411  1,061,642  1,554,028  1,575,562:   177,968    156,434
Old  : 1,731,997:   128,668    171,972    341,949  1,083,411  1,061,642  1,554,028  1,575,562:   177,968    156,434
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :   132,272:   -13,786      6,947     76,626     76,895     46,569    139,734    130,141:    -7,462      2,132
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        9.9       19.7       62.6       61.3       89.7       91.0:      10.3        9.0
Old  :     100.0:       7.4        9.9       19.7       62.6       61.3       89.7       91.0:      10.3        9.0
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  :       210:        37         37         52        110        109        173        172:
Old  :       210:        37         37         52        110        109        173        172:
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  :                 19.4       18.7       29.3       30.0       16.9       14.2       22.9       21.1
Old  :                 19.4       18.7       29.3       30.0       16.9       14.2       22.9       21.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                                                      Code-020604
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  : 1,139,855:    57,906    383,900      6,649    916,194    666,188    980,749  1,056,737:   159,106     83,118
Old  : 1,139,855:    57,906    383,900      6,649    916,194    666,188    980,749  1,056,737:   159,106     83,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :   -35,715:    -4,840    -75,981    -16,759     -7,741     66,258    -29,341    -26,482:    -6,374     -9,232
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.1       33.7        0.6       80.4       58.4       86.0       92.7:      14.0        7.3
Old  :     100.0:       5.1       33.7        0.6       80.4       58.4       86.0       92.7:      14.0        7.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       147:        16         22         14         84         78        107        107:
Old  :       147:        16         22         14         84         78        107        107:
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  :                 23.8       36.7       34.8       52.8       17.3       34.6       26.2       47.6
Old  :                 23.8       36.7       34.8       52.8       17.3       34.6       26.2       47.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
SOYBEAN MEAL - CHICAGO BOARD OF TRADE                                                                   Code-026603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :   485,172:    77,993     61,580    110,494    255,250    286,501    443,737    458,576:    41,434     26,596
Old  :   357,242:    78,978     75,319     62,435    182,968    197,055    324,382    334,809:    32,860     22,433
Other:   127,929:    27,180     14,425     19,895     72,281     89,447    119,355    123,767:     8,574      4,163
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :     3,629:      -781    -16,300     11,821       -339     13,029     10,702      8,551:    -7,073     -4,922
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.1       12.7       22.8       52.6       59.1       91.5       94.5:       8.5        5.5
Old  :     100.0:      22.1       21.1       17.5       51.2       55.2       90.8       93.7:       9.2        6.3
Other:     100.0:      21.2       11.3       15.6       56.5       69.9       93.3       96.7:       6.7        3.3
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :       311:        80         69        110        117        100        271        228:
Old  :       306:        87         75         99        114         93        259        216:
Other:       179:        46         34         37         79         46        150         97:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 12.1       25.3       18.0       33.6       10.5       23.6       15.8       30.2
Old  :                 13.4       24.5       20.7       32.3       12.9       23.1       20.2       29.5
Other:                 20.6       38.2       32.8       57.1       20.5       35.1       32.4       52.3
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                                                     Code-039601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :    13,219:     4,086      2,278      1,515      6,050      7,529     11,652     11,323:     1,567      1,896
Old  :    11,196:     4,007      2,591      1,075      4,763      5,990      9,845      9,657:     1,351      1,539
Other:     2,023:       404         13        115      1,287      1,538      1,806      1,666:       217        357
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    -1,276:    -2,117        103        465        783     -1,558       -870       -990:      -406       -286
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.9       17.2       11.5       45.8       57.0       88.1       85.7:      11.9       14.3
Old  :     100.0:      35.8       23.1        9.6       42.5       53.5       87.9       86.3:      12.1       13.7
Other:     100.0:      20.0        0.6        5.7       63.6       76.0       89.3       82.4:      10.7       17.6
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        51:        22          9         11         13         15         37         33:
Old  :        50:        20         11          9         11         14         33         32:
Other:        22:         7          2          5          6          9         14         15:
     :----------------------------------------------------------------------------------------------------
     :             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  :                 41.2       32.0       56.9       52.7       36.3       31.1       50.0       49.9
Old  :                 41.6       30.8       58.0       53.3       39.8       30.0       54.2       49.8
Other:                 65.4       69.6       81.9       79.2       60.2       64.7       75.6       69.2
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-042601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  : 3,439,499:   764,812    809,638    144,812  2,329,993  2,393,405  3,239,618  3,347,855:   199,881     91,644
Old  : 3,439,499:   764,812    809,638    144,812  2,329,993  2,393,405  3,239,618  3,347,855:   199,881     91,644
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    91,135:   -55,506    -59,472     33,578    114,181    130,850     92,253    104,955:    -1,118    -13,820
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.2       23.5        4.2       67.7       69.6       94.2       97.3:       5.8        2.7
Old  :     100.0:      22.2       23.5        4.2       67.7       69.6       94.2       97.3:       5.8        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  :       369:        76         48         48        193        157        287        235:
Old  :       369:        76         48         48        193        157        287        235:
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  :                 17.9       29.4       29.3       42.3       17.5       27.8       28.2       38.8
Old  :                 17.9       29.4       29.3       42.3       17.5       27.8       28.2       38.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                    Code-043602
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  : 5,736,552:   644,053    665,299  1,296,779  3,334,978  3,339,356  5,275,810  5,301,434:   460,742    435,118
Old  : 5,736,552:   644,053    665,299  1,296,779  3,334,978  3,339,356  5,275,810  5,301,434:   460,742    435,118
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :   318,502:   -80,256    -35,288    226,170    194,113    143,701    340,026    334,583:   -21,524    -16,081
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.2       11.6       22.6       58.1       58.2       92.0       92.4:       8.0        7.6
Old  :     100.0:      11.2       11.6       22.6       58.1       58.2       92.0       92.4:       8.0        7.6
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  :       438:        77         77        100        242        225        371        350:
Old  :       438:        77         77        100        242        225        371        350:
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  :                 13.8       15.5       22.6       25.1        7.2        8.1       12.0       13.4
Old  :                 13.8       15.5       22.6       25.1        7.2        8.1       12.0       13.4
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, March 10, 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  :   887,766:    46,934    152,283      7,384    697,885    552,072    752,203    711,739:   135,563    176,027
Old  :   887,766:    46,934    152,283      7,384    697,885    552,072    752,203    711,739:   135,563    176,027
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    -8,857:    -3,430      4,614     -3,834     -6,071     -4,933    -13,335     -4,153:     4,478     -4,704
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.3       17.2        0.8       78.6       62.2       84.7       80.2:      15.3       19.8
Old  :     100.0:       5.3       17.2        0.8       78.6       62.2       84.7       80.2:      15.3       19.8
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  :       105:         8         12         12         60         70         74         88:
Old  :       105:         8         12         12         60         70         74         88:
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  :                 27.5       25.5       44.4       37.1       26.5       24.2       40.4       33.6
Old  :                 27.5       25.5       44.4       37.1       26.5       24.2       40.4       33.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                                                     Code-044601
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  : 5,580,720:   668,126    602,743    950,600  3,618,930  3,737,885  5,237,656  5,291,228:   343,064    289,492
Old  : 5,580,720:   668,126    602,743    950,600  3,618,930  3,737,885  5,237,656  5,291,228:   343,064    289,492
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :   364,099:   -58,795   -188,905    452,562    -26,994    119,792    366,773    383,449:    -2,674    -19,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.0       10.8       17.0       64.8       67.0       93.9       94.8:       6.1        5.2
Old  :     100.0:      12.0       10.8       17.0       64.8       67.0       93.9       94.8:       6.1        5.2
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  :       329:        72         34         59        165        174        254        250:
Old  :       329:        72         34         59        165        174        254        250:
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  :                 25.4       23.3       36.9       34.9       19.9       21.0       29.6       30.0
Old  :                 25.4       23.3       36.9       34.9       19.9       21.0       29.6       30.0
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, March 10, 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  : 1,921,326:   532,122    189,202    339,519  1,011,984  1,338,811  1,883,625  1,867,532:    37,701     53,794
Old  : 1,921,326:   532,122    189,202    339,519  1,011,984  1,338,811  1,883,625  1,867,532:    37,701     53,794
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :   185,268:     7,919    -46,489     90,522     85,340    139,035    183,781    183,068:     1,487      2,200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.7        9.8       17.7       52.7       69.7       98.0       97.2:       2.0        2.8
Old  :     100.0:      27.7        9.8       17.7       52.7       69.7       98.0       97.2:       2.0        2.8
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  :       132:        27         26         37         65         71        113        115:
Old  :       132:        27         26         37         65         71        113        115:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 32.0       29.9       46.4       46.1       22.5       20.0       30.5       28.0
Old  :                 32.0       29.9       46.4       46.1       22.5       20.0       30.5       28.0
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, March 10, 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  :    43,309:    11,475      3,600      1,846     22,655     31,901     35,976     37,347:     7,333      5,961
Old  :    43,309:    11,475      3,600      1,846     22,655     31,901     35,976     37,347:     7,333      5,961
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    -2,084:      -964     -1,708       -450       -336        260     -1,750     -1,899:      -334       -186
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.3        4.3       52.3       73.7       83.1       86.2:      16.9       13.8
Old  :     100.0:      26.5        8.3        4.3       52.3       73.7       83.1       86.2:      16.9       13.8
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  :        87:        26         10          9         34         29         63         45:
Old  :        87:        26         10          9         34         29         63         45:
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  :                 38.9       32.5       49.7       49.6       35.6       32.4       45.8       49.2
Old  :                 38.9       32.5       49.7       49.6       35.6       32.4       45.8       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE                                                 Code-124603
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :    86,617:    22,950      7,201      3,692     45,310     63,802     71,952     74,695:    14,665     11,923
Old  :    86,617:    22,950      7,201      3,692     45,310     63,802     71,952     74,695:    14,665     11,923
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    -4,169:    -1,928     -3,416       -900       -673        519     -3,501     -3,797:      -668       -372
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.5        8.3        4.3       52.3       73.7       83.1       86.2:      16.9       13.8
Old  :     100.0:      26.5        8.3        4.3       52.3       73.7       83.1       86.2:      16.9       13.8
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  :        87:        26         10          9         34         29         63         45:
Old  :        87:        26         10          9         34         29         63         45:
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  :                 38.9       32.5       49.7       49.6       35.6       32.4       45.8       49.2
Old  :                 38.9       32.5       49.7       49.6       35.6       32.4       45.8       49.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE                                                 Code-124606
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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  :    40,211:     3,205      2,851          0     34,592     36,239     37,797     39,090:     2,414      1,121
Old  :    40,211:     3,205      2,851          0     34,592     36,239     37,797     39,090:     2,414      1,121
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :    -1,389:      -108          0          0       -902     -1,239     -1,010     -1,239:      -379       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        7.1        0.0       86.0       90.1       94.0       97.2:       6.0        2.8
Old  :     100.0:       8.0        7.1        0.0       86.0       90.1       94.0       97.2:       6.0        2.8
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  :        27:         3          2          0         14         10         17         12:
Old  :        27:         3          2          0         14         10         17         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  :                 68.6       74.4       83.3       94.3       68.4       74.4       83.1       94.3
Old  :                 68.6       74.4       83.3       94.3       68.4       74.4       83.1       94.3
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, March 10, 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  :    19,769:    10,539     15,408      2,482      6,487      1,793     19,508     19,683:       261         86
Old  :    19,769:    10,539     15,408      2,482      6,487      1,793     19,508     19,683:       261         86
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :       188:    -1,376     -2,876      1,694       -147      1,417        171        235:        17        -47
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      53.3       77.9       12.6       32.8        9.1       98.7       99.6:       1.3        0.4
Old  :     100.0:      53.3       77.9       12.6       32.8        9.1       98.7       99.6:       1.3        0.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        41:        23         13          4          4          3         30         17:
Old  :        41:        23         13          4          4          3         30         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  :                 58.1       54.9       83.2       79.4       54.9       44.8       70.3       65.1
Old  :                 58.1       54.9       83.2       79.4       54.9       44.8       70.3       65.1
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, March 10, 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  :   111,345:    20,502      7,170     59,785     31,053     43,465    111,340    110,420:         5        925
Old  :   111,345:    20,502      7,170     59,785     31,053     43,465    111,340    110,420:         5        925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :     8,024:    -8,845     -1,439     10,776      6,095       -766      8,026      8,571:        -2       -547
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.4        6.4       53.7       27.9       39.0      100.0       99.2:       0.0        0.8
Old  :     100.0:      18.4        6.4       53.7       27.9       39.0      100.0       99.2:       0.0        0.8
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  :        29:         7          5          4          5         13         14         20:
Old  :        29:         7          5          4          5         13         14         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 96.2       91.9       99.7       95.9       42.6       39.6       46.1       43.0
Old  :                 96.2       91.9       99.7       95.9       42.6       39.6       46.1       43.0
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 with Delta-adjusted Options and Futures Combined, March 10, 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  :    47,625:    15,416     15,391     32,209          0          0     47,625     47,600:         0         25
Old  :    47,625:    15,416     15,391     32,209          0          0     47,625     47,600:         0         25
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: March 3, 2020                        :
     :       723:       190       -312      1,038          0          0      1,228        726:      -505         -3
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.4       32.3       67.6        0.0        0.0      100.0       99.9:       0.0        0.1
Old  :     100.0:      32.4       32.3       67.6        0.0        0.0      100.0       99.9:       0.0        0.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         7         12          5          0          0         10         15:
Old  :        20:         7         12          5          0          0         10         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  :                 87.3       82.5       99.3       94.1       29.6       22.2       32.4       30.7
Old  :                 87.3       82.5       99.3       94.1       29.6       22.2       32.4       30.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated March 13, 2020